+11.8%
AEM vs AS
+2.8%
+9.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | +0.1% | -1.4% |
| 7D | +1.4% | -3.0% | +4.4% | +2.6% |
| 30D | -1.2% | +9.6% | -10.7% | -4.3% |
| 3M | +2.5% | -8.2% | +10.7% | +5.7% |
| 6M | -5.1% | -9.9% | +4.8% | -2.3% |
| YTD | +10.4% | -16.8% | +27.2% | +15.0% |
| 1Y | +11.8% | +3.0% | +8.8% | +8.4% |
| All | +11.8% | +2.8% | +9.0% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling