+346.7%
AEM vs ALL
+361.5%
-14.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.9% |
| 7D | -5.0% | -4.3% | -0.7% | -4.8% |
| 30D | +8.5% | -3.6% | +12.0% | +8.6% |
| 3M | +29.3% | +13.2% | +16.1% | +28.1% |
| 6M | -12.9% | +22.5% | -35.4% | -14.3% |
| YTD | +16.8% | +22.7% | -6.0% | +14.8% |
| 1Y | +29.8% | +28.3% | +1.5% | +27.0% |
| 3Y | +336.7% | +152.0% | +184.7% | +306.0% |
| 5Y | +299.9% | +115.4% | +184.5% | +275.8% |
| All | +346.7% | +361.5% | -14.8% | +330.6% |
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