+314.2%
AEM vs AS
+142.2%
+172.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +4.4% |
| 7D | +17.8% | +5.8% | +12.0% | +17.0% |
| 30D | +6.2% | +15.4% | -9.1% | +4.3% |
| 3M | +12.5% | -11.9% | +24.4% | +14.1% |
| 6M | +4.4% | -9.9% | +14.3% | +5.4% |
| YTD | +19.2% | -13.1% | +32.3% | +20.3% |
| 1Y | +25.5% | +9.9% | +15.6% | +24.9% |
| All | +314.2% | +142.2% | +172.0% | +280.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling