+356.7%
AEM vs APD
+11.2%
+345.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.5% | -2.2% | +1.7% | -0.2% |
| 30D | +24.0% | +2.1% | +21.9% | +23.6% |
| 3M | +16.1% | +7.2% | +8.9% | +14.8% |
| 6M | -11.6% | +11.2% | -22.9% | -13.1% |
| YTD | +21.5% | +24.4% | -2.8% | +17.0% |
| 1Y | +39.2% | +6.7% | +32.5% | +38.1% |
| All | +356.7% | +11.2% | +345.6% | +341.5% |
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