+376.1%
AEM vs ALLY
+178.1%
+198.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.4% |
| 7D | +3.0% | -1.9% | +5.0% | +3.2% |
| 30D | +12.5% | -4.5% | +17.0% | +12.9% |
| 3M | +26.9% | -2.8% | +29.8% | +27.2% |
| 6M | -9.4% | +10.3% | -19.8% | -10.0% |
| YTD | +20.3% | -5.7% | +26.0% | +20.6% |
| 1Y | +33.8% | +3.9% | +29.8% | +33.2% |
| 3Y | +349.8% | +64.7% | +285.1% | +330.6% |
| 5Y | +301.0% | -2.6% | +303.6% | +286.6% |
| 10Y | +376.1% | +186.0% | +190.1% | +398.6% |
| All | +376.1% | +178.1% | +198.0% | +398.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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