+376.1%
AEM vs APD
+162.9%
+213.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +3.0% | -4.6% | +7.6% | +4.0% |
| 30D | +12.5% | -4.2% | +16.7% | +13.4% |
| 3M | +26.9% | +5.0% | +22.0% | +25.5% |
| 6M | -9.4% | +8.9% | -18.4% | -11.3% |
| YTD | +20.3% | +21.9% | -1.6% | +14.6% |
| 1Y | +33.8% | +5.6% | +28.2% | +31.4% |
| 3Y | +349.8% | +6.9% | +342.9% | +333.6% |
| 5Y | +301.0% | +25.3% | +275.7% | +271.8% |
| 10Y | +376.1% | +169.1% | +207.0% | +321.6% |
| All | +376.1% | +162.9% | +213.2% | +321.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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