+346.4%
AEM vs ALL
+108.4%
+238.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.8% |
| 7D | +17.8% | -3.9% | +21.7% | +17.7% |
| 30D | +6.2% | +10.6% | -4.4% | +6.5% |
| 3M | +12.5% | -4.6% | +17.1% | +12.5% |
| 6M | +4.4% | +20.2% | -15.8% | +3.7% |
| YTD | +19.2% | +23.7% | -4.5% | +17.7% |
| 1Y | +25.5% | +27.9% | -2.4% | +23.2% |
| 3Y | +346.4% | +109.2% | +237.3% | +335.0% |
| All | +346.4% | +108.4% | +238.1% | +335.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling