+279.2%
AEM vs AMDL
+131.0%
+148.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.0% | -5.7% | -0.1% |
| 7D | +3.0% | +29.0% | -26.0% | +1.0% |
| 30D | +12.5% | +19.1% | -6.6% | +10.8% |
| 3M | +26.9% | +1.8% | +25.2% | +24.4% |
| 6M | -9.4% | +374.4% | -383.8% | -20.3% |
| YTD | +20.3% | +278.9% | -258.6% | +6.3% |
| 1Y | +33.8% | +510.6% | -476.8% | +15.4% |
| All | +279.2% | +131.0% | +148.3% | +255.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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