+346.4%
AEM vs APD
+27.3%
+319.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.5% |
| 7D | +17.8% | -1.6% | +19.4% | +18.1% |
| 30D | +6.2% | +10.6% | -4.4% | +4.5% |
| 3M | +12.5% | +2.5% | +10.0% | +11.9% |
| 6M | +4.4% | +6.0% | -1.5% | +3.3% |
| YTD | +19.2% | +28.4% | -9.2% | +14.1% |
| 1Y | +25.5% | +22.2% | +3.3% | +21.2% |
| 3Y | +346.4% | +26.6% | +319.9% | +324.5% |
| All | +346.4% | +27.3% | +319.2% | +324.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling