+2,592.0%
AEM vs ALL
+3,771.2%
-1,179.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.2% |
| 7D | -5.6% | 0.0% | -5.6% | -5.7% |
| 30D | -3.9% | +12.8% | -16.7% | -5.2% |
| 3M | -3.4% | +4.7% | -8.1% | -4.1% |
| 6M | -9.0% | +24.9% | -34.0% | -11.6% |
| YTD | +5.9% | +30.0% | -24.1% | +2.3% |
| 1Y | +4.0% | +29.9% | -26.0% | +0.4% |
| 3Y | +298.8% | +117.5% | +181.2% | +261.6% |
| 5Y | +250.7% | +161.7% | +89.0% | +209.4% |
| 10Y | +405.9% | +377.1% | +28.9% | +309.0% |
| All | +2,592.0% | +3,771.2% | -1,179.2% | +1,697.6% |
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 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