+304.9%
AEM vs AME
+89.9%
+215.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +0.9% |
| 7D | -2.1% | +1.7% | -3.9% | -2.6% |
| 30D | +8.4% | -6.4% | +14.9% | +10.5% |
| 3M | +27.3% | +7.1% | +20.2% | +24.5% |
| 6M | -9.7% | +8.2% | -17.8% | -11.7% |
| YTD | +19.0% | +18.2% | +0.8% | +14.4% |
| 1Y | +31.5% | +26.7% | +4.7% | +24.6% |
| 3Y | +338.7% | +60.7% | +278.0% | +287.4% |
| All | +304.9% | +89.9% | +215.0% | +225.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling