+302.8%
AEM vs AR
+143.7%
+159.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.5% | +2.5% | -3.0% | -0.8% |
| 30D | +24.0% | +14.8% | +9.2% | +21.9% |
| 3M | +16.1% | +6.2% | +9.9% | +15.0% |
| 6M | -11.6% | +4.3% | -15.9% | -12.7% |
| YTD | +21.5% | +14.4% | +7.2% | +18.1% |
| 1Y | +39.2% | +21.3% | +17.8% | +33.6% |
| 3Y | +347.4% | +39.8% | +307.6% | +308.0% |
| All | +302.8% | +143.7% | +159.1% | +237.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling