+408.7%
AEM vs APA
+8.7%
+400.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -6.8% | +8.5% | -15.4% | -7.3% |
| 30D | +0.8% | +2.8% | -2.0% | +0.5% |
| 3M | -0.8% | +21.7% | -22.6% | -2.2% |
| 6M | -8.5% | +32.6% | -41.1% | -10.4% |
| YTD | +5.9% | +103.7% | -97.8% | +0.1% |
| 1Y | +6.6% | +101.8% | -95.2% | +0.7% |
| 3Y | +302.2% | +48.1% | +254.1% | +283.6% |
| 5Y | +250.8% | +91.9% | +158.9% | +227.9% |
| All | +408.7% | +8.7% | +400.0% | +350.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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