+301.0%
AEM vs ALK
-34.8%
+335.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +15.8% | +9.0% | +6.8% | +14.5% |
| 30D | +6.2% | -1.6% | +7.8% | +6.3% |
| 3M | +14.3% | -23.2% | +37.5% | +18.0% |
| 6M | +1.4% | -3.9% | +5.3% | +1.3% |
| YTD | +13.7% | -22.6% | +36.3% | +15.6% |
| 1Y | +21.3% | -5.3% | +26.6% | +21.1% |
| 3Y | +309.9% | +18.6% | +291.3% | +286.2% |
| All | +301.0% | -34.8% | +335.7% | +279.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling