+3,594.0%
AEM vs ALK
+839.9%
+2,754.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.2% |
| 7D | -0.5% | -0.7% | +0.1% | -0.5% |
| 30D | +24.0% | -19.2% | +43.2% | +23.9% |
| 3M | +16.1% | -1.5% | +17.6% | +16.1% |
| 6M | -11.6% | -13.1% | +1.4% | -11.8% |
| YTD | +21.5% | -16.4% | +38.0% | +21.3% |
| 1Y | +39.2% | -33.1% | +72.2% | +38.6% |
| 3Y | +347.4% | +0.6% | +346.8% | +348.5% |
| 5Y | +290.1% | -26.4% | +316.5% | +289.3% |
| 10Y | +357.8% | -34.2% | +391.9% | +358.8% |
| All | +3,594.0% | +839.9% | +2,754.1% | +5,102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling