+2,989.2%
AEM vs ALL
+3,667.9%
-678.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +24.0% | -1.5% | +25.5% | +24.1% |
| 3M | +16.1% | +23.6% | -7.5% | +13.1% |
| 6M | -11.6% | +22.3% | -34.0% | -13.9% |
| YTD | +21.5% | +26.5% | -5.0% | +17.8% |
| 1Y | +39.2% | +27.0% | +12.2% | +34.7% |
| 3Y | +347.4% | +149.6% | +197.9% | +299.8% |
| 5Y | +290.1% | +118.1% | +172.1% | +251.4% |
| 10Y | +357.8% | +369.0% | -11.2% | +271.2% |
| All | +2,989.2% | +3,667.9% | -678.7% | +1,971.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling