+408.7%
AEM vs ALM
+2,100.8%
-1,692.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -0.6% |
| 7D | -6.8% | +1.2% | -8.1% | -6.9% |
| 30D | +0.8% | -19.3% | +20.1% | +2.4% |
| 3M | -0.8% | -40.6% | +39.8% | +2.8% |
| 6M | -8.5% | -57.9% | +49.4% | -3.3% |
| YTD | +5.9% | -6.7% | +12.6% | +6.8% |
| 1Y | +6.6% | +20.2% | -13.6% | +6.0% |
| 3Y | +302.2% | +879.4% | -577.2% | +259.8% |
| 5Y | +250.8% | +415.3% | -164.5% | +216.7% |
| All | +408.7% | +2,100.8% | -1,692.1% | +355.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling