+297.5%
AEM vs ALLY
-0.2%
+297.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.0% |
| 7D | +4.3% | +1.0% | +3.3% | +4.2% |
| 30D | +13.1% | -3.3% | +16.4% | +13.6% |
| 3M | +24.8% | +0.5% | +24.3% | +24.7% |
| 6M | -8.2% | +12.6% | -20.8% | -9.4% |
| YTD | +19.8% | -4.7% | +24.5% | +20.2% |
| 1Y | +32.1% | +5.2% | +26.8% | +30.9% |
| 3Y | +348.2% | +66.5% | +281.7% | +312.1% |
| 5Y | +297.5% | +0.2% | +297.2% | +255.3% |
| All | +297.5% | -0.2% | +297.7% | +255.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling