+348.2%
AEM vs APA
+9.3%
+338.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.4% |
| 7D | +4.3% | -1.7% | +6.0% | +4.3% |
| 30D | +13.1% | +15.7% | -2.6% | +12.9% |
| 3M | +24.8% | +16.5% | +8.3% | +24.6% |
| 6M | -8.2% | +35.1% | -43.3% | -9.9% |
| YTD | +19.8% | +82.2% | -62.4% | +14.5% |
| 1Y | +32.1% | +102.5% | -70.4% | +25.0% |
| 3Y | +348.2% | +10.3% | +337.9% | +376.2% |
| All | +348.2% | +9.3% | +338.9% | +376.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling