+3,594.0%
AEM vs APA
+815.8%
+2,778.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.6% |
| 7D | -0.5% | +0.5% | -1.1% | -0.7% |
| 30D | +24.0% | +23.4% | +0.6% | +19.5% |
| 3M | +16.1% | +12.7% | +3.4% | +13.1% |
| 6M | -11.6% | +39.4% | -51.0% | -18.1% |
| YTD | +21.5% | +79.0% | -57.4% | +7.6% |
| 1Y | +39.2% | +88.8% | -49.6% | +21.3% |
| 3Y | +347.4% | +6.4% | +341.1% | +318.6% |
| 5Y | +290.1% | +153.0% | +137.2% | +197.6% |
| 10Y | +357.8% | +7.5% | +350.2% | +227.7% |
| All | +3,594.0% | +815.8% | +2,778.2% | +2,171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling