+309.9%
AEM vs AR
+19.9%
+290.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.4% |
| 7D | +15.8% | -14.3% | +30.1% | +16.6% |
| 30D | +6.2% | +1.4% | +4.8% | +5.9% |
| 3M | +14.3% | +3.4% | +11.0% | +13.8% |
| 6M | +1.4% | -2.1% | +3.5% | +1.1% |
| YTD | +13.7% | +4.7% | +9.0% | +11.6% |
| 1Y | +21.3% | +10.6% | +10.8% | +18.1% |
| 3Y | +309.9% | +24.6% | +285.3% | +262.3% |
| All | +309.9% | +19.9% | +290.0% | +262.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling