+355.1%
AEM vs ALM
+2,589.2%
-2,234.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +2.4% |
| 7D | -2.1% | -11.8% | +9.7% | -1.3% |
| 30D | +8.4% | +7.8% | +0.6% | +7.8% |
| 3M | +27.3% | -9.3% | +36.5% | +27.6% |
| 6M | -9.7% | -30.5% | +20.8% | -8.3% |
| YTD | +19.0% | +75.8% | -56.9% | +14.6% |
| 1Y | +31.5% | +241.2% | -209.7% | +22.0% |
| 3Y | +338.7% | +1,872.6% | -1,533.9% | +271.8% |
| 5Y | +307.4% | +849.6% | -542.2% | +250.6% |
| All | +355.1% | +2,589.2% | -2,234.2% | +283.6% |
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