+736.9%
AEM vs ALM
+7,705.7%
-6,968.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.2% |
| 7D | -0.5% | -2.6% | +2.1% | -0.5% |
| 30D | +24.0% | +32.0% | -8.0% | +24.0% |
| 3M | +16.1% | -15.0% | +31.1% | +16.1% |
| 6M | -11.6% | -10.1% | -1.5% | -11.6% |
| YTD | +21.5% | +99.4% | -77.9% | +21.7% |
| 1Y | +39.2% | +316.4% | -277.2% | +39.5% |
| 3Y | +347.4% | +2,022.0% | -1,674.6% | +351.1% |
| 5Y | +290.1% | +941.2% | -651.0% | +292.8% |
| 10Y | +357.8% | +2,950.3% | -2,592.6% | +366.1% |
| All | +736.9% | +7,705.7% | -6,968.9% | +787.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling