+33.8%
AEM vs AR
+21.2%
+12.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.0% | -1.2% | +4.2% | +2.8% |
| 30D | +12.5% | +5.5% | +7.0% | +13.4% |
| 3M | +26.9% | +12.9% | +14.1% | +29.1% |
| 6M | -9.4% | +0.1% | -9.5% | -9.3% |
| YTD | +20.3% | +13.5% | +6.7% | +19.9% |
| 1Y | +33.8% | +21.6% | +12.2% | +34.0% |
| All | +33.8% | +21.2% | +12.6% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling