+343.3%
AEM vs AR
+45.1%
+298.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | +4.3% | -1.8% | +6.2% | +4.4% |
| 30D | +13.1% | +12.6% | +0.5% | +12.5% |
| 3M | +24.8% | +10.0% | +14.8% | +24.1% |
| 6M | -8.2% | +0.6% | -8.9% | -8.5% |
| YTD | +19.8% | +13.4% | +6.4% | +18.6% |
| 1Y | +32.1% | +21.7% | +10.4% | +30.1% |
| 3Y | +348.2% | +45.8% | +302.4% | +334.6% |
| 5Y | +297.5% | +144.3% | +153.2% | +281.8% |
| 10Y | +343.3% | +41.8% | +301.5% | +403.3% |
| All | +343.3% | +45.1% | +298.2% | +403.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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