+297.5%
AEM vs ALL
+117.0%
+180.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -1.3% |
| 7D | +4.3% | -1.7% | +6.0% | +4.4% |
| 30D | +13.1% | -4.7% | +17.8% | +13.4% |
| 3M | +24.8% | +18.4% | +6.4% | +22.8% |
| 6M | -8.2% | +20.5% | -28.7% | -10.0% |
| YTD | +19.8% | +23.5% | -3.7% | +16.9% |
| 1Y | +32.1% | +29.0% | +3.1% | +27.9% |
| 3Y | +348.2% | +153.7% | +194.5% | +298.1% |
| 5Y | +297.5% | +114.8% | +182.7% | +268.5% |
| All | +297.5% | +117.0% | +180.4% | +268.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling