+3,594.0%
AEM vs AME
+18,709.1%
-15,115.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +24.0% | -6.7% | +30.7% | +25.3% |
| 3M | +16.1% | +4.1% | +12.0% | +15.3% |
| 6M | -11.6% | +1.6% | -13.2% | -11.8% |
| YTD | +21.5% | +16.1% | +5.4% | +18.9% |
| 1Y | +39.2% | +27.3% | +11.9% | +34.2% |
| 3Y | +347.4% | +50.9% | +296.6% | +317.6% |
| 5Y | +290.1% | +81.4% | +208.8% | +252.5% |
| 10Y | +357.8% | +417.0% | -59.2% | +245.2% |
| All | +3,594.0% | +18,709.1% | -15,115.1% | +2,092.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling