+343.5%
AEM vs ALM
+2,150.5%
-1,806.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.9% |
| 7D | +3.0% | +3.6% | -0.6% | +2.4% |
| 30D | +12.5% | +33.8% | -21.3% | +7.8% |
| 3M | +26.9% | +14.8% | +12.2% | +23.4% |
| 6M | -9.4% | -7.0% | -2.5% | -10.4% |
| YTD | +20.3% | +108.1% | -87.8% | +9.7% |
| 1Y | +33.8% | +313.8% | -280.0% | +13.7% |
| All | +343.5% | +2,150.5% | -1,806.9% | +209.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling