+678.5%
AEM vs ALM
+3,516.3%
-2,837.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.2% | +2.1% | -5.1% |
| 7D | +13.9% | -6.3% | +20.2% | +13.9% |
| 30D | +0.8% | -31.4% | +32.2% | +0.8% |
| 3M | +5.8% | -40.6% | +46.3% | +5.8% |
| 6M | -1.0% | -58.6% | +57.7% | -0.9% |
| YTD | +13.1% | -7.6% | +20.7% | +13.2% |
| 1Y | +14.4% | +13.8% | +0.6% | +14.6% |
| 3Y | +325.7% | +842.1% | -516.4% | +329.3% |
| 5Y | +273.7% | +407.4% | -133.7% | +276.5% |
| 10Y | +390.1% | +2,079.4% | -1,689.3% | +400.2% |
| All | +678.5% | +3,516.3% | -2,837.8% | +725.6% |
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 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