+408.7%
AEM vs AME
+444.5%
-35.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -6.8% | +5.9% | -12.7% | -7.8% |
| 30D | +0.8% | -1.9% | +2.7% | +1.1% |
| 3M | -0.8% | -5.4% | +4.5% | 0.0% |
| 6M | -8.5% | +4.9% | -13.4% | -9.5% |
| YTD | +5.9% | +18.5% | -12.5% | +3.1% |
| 1Y | +6.6% | +25.5% | -18.9% | +2.9% |
| 3Y | +302.2% | +63.0% | +239.2% | +270.8% |
| 5Y | +250.8% | +78.3% | +172.5% | +215.9% |
| All | +408.7% | +444.5% | -35.7% | +418.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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