+301.0%
AEM vs ALM
+958.0%
-657.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.9% |
| 7D | +3.0% | +3.6% | -0.6% | +2.5% |
| 30D | +12.5% | +33.8% | -21.3% | +8.4% |
| 3M | +26.9% | +14.8% | +12.2% | +23.9% |
| 6M | -9.4% | -7.0% | -2.5% | -10.3% |
| YTD | +20.3% | +108.1% | -87.8% | +10.8% |
| 1Y | +33.8% | +313.8% | -280.0% | +15.7% |
| 3Y | +349.8% | +2,227.6% | -1,877.8% | +232.0% |
| 5Y | +301.0% | +956.6% | -655.6% | +219.9% |
| All | +301.0% | +958.0% | -657.0% | +219.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling