+408.7%
AEM vs APD
+191.9%
+216.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -6.8% | +3.8% | -10.7% | -7.6% |
| 30D | +0.8% | +8.2% | -7.4% | -0.9% |
| 3M | -0.8% | +4.3% | -5.1% | -1.8% |
| 6M | -8.5% | +4.7% | -13.2% | -9.6% |
| YTD | +5.9% | +31.5% | -25.6% | -0.6% |
| 1Y | +6.6% | +23.5% | -16.9% | +1.3% |
| 3Y | +302.2% | +29.1% | +273.1% | +272.5% |
| 5Y | +250.8% | +15.9% | +234.9% | +229.0% |
| All | +408.7% | +191.9% | +216.8% | +339.1% |
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