+292.9%
AEM vs AS
+137.8%
+155.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.8% | -3.3% | -4.9% |
| 7D | +13.9% | +4.5% | +9.4% | +13.2% |
| 30D | +0.8% | +13.2% | -12.5% | -0.8% |
| 3M | +5.8% | -11.9% | +17.7% | +7.3% |
| 6M | -1.0% | -11.6% | +10.6% | +0.2% |
| YTD | +13.1% | -14.7% | +27.8% | +14.4% |
| 1Y | +14.4% | +5.7% | +8.7% | +14.3% |
| All | +292.9% | +137.8% | +155.1% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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