+18.7%
AEM vs ALM
+44.8%
-26.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.2% | +8.5% | +9.4% |
| 7D | +0.2% | -6.4% | +6.6% | +2.0% |
| 30D | +0.1% | -35.0% | +35.1% | +11.2% |
| 3M | +22.1% | -33.8% | +55.9% | +33.9% |
| 6M | +2.4% | -55.0% | +57.4% | +21.2% |
| YTD | +8.9% | -0.2% | +9.1% | +10.9% |
| 1Y | +18.7% | +41.8% | -23.1% | +15.1% |
| All | +18.7% | +44.8% | -26.1% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling