+408.7%
AEM vs ALL
+377.9%
+30.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -6.8% | +5.0% | -11.9% | -7.1% |
| 30D | +0.8% | +13.3% | -12.5% | +0.2% |
| 3M | -0.8% | +3.2% | -4.0% | -1.0% |
| 6M | -8.5% | +25.3% | -33.9% | -9.9% |
| YTD | +5.9% | +30.5% | -24.5% | +3.8% |
| 1Y | +6.6% | +29.2% | -22.6% | +4.6% |
| 3Y | +302.2% | +119.1% | +183.1% | +278.9% |
| 5Y | +250.8% | +162.6% | +88.2% | +227.4% |
| All | +408.7% | +377.9% | +30.8% | +457.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling