+3,255.3%
AEM vs APD
+6,445.2%
-3,189.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | +1.4% | -1.2% | +2.5% | +1.5% |
| 30D | -1.2% | +11.0% | -12.2% | -3.0% |
| 3M | +2.5% | +2.6% | 0.0% | +2.0% |
| 6M | -5.1% | +4.8% | -9.9% | -6.0% |
| YTD | +10.4% | +31.0% | -20.6% | +4.9% |
| 1Y | +11.8% | +23.4% | -11.6% | +7.2% |
| 3Y | +315.6% | +28.4% | +287.3% | +291.9% |
| 5Y | +266.3% | +15.2% | +251.1% | +249.6% |
| 10Y | +427.4% | +190.7% | +236.7% | +325.8% |
| All | +3,255.3% | +6,445.2% | -3,189.9% | +3,500.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling