+297.5%
AEM vs APD
+26.2%
+271.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | +4.3% | -2.5% | +6.8% | +4.9% |
| 30D | +13.1% | -1.9% | +15.0% | +13.6% |
| 3M | +24.8% | +8.2% | +16.6% | +22.3% |
| 6M | -8.2% | +10.7% | -19.0% | -10.7% |
| YTD | +19.8% | +22.9% | -3.1% | +13.0% |
| 1Y | +32.1% | +5.8% | +26.3% | +29.6% |
| 3Y | +348.2% | +7.8% | +340.4% | +328.8% |
| 5Y | +297.5% | +26.1% | +271.4% | +255.5% |
| All | +297.5% | +26.2% | +271.2% | +255.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling