+322.3%
AEM vs AS
+120.4%
+201.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.7% | -1.6% |
| 7D | -0.5% | -4.9% | +4.4% | +0.1% |
| 30D | +24.0% | -19.6% | +43.6% | +27.3% |
| 3M | +16.1% | -14.4% | +30.5% | +18.1% |
| 6M | -11.6% | -20.1% | +8.5% | -9.7% |
| YTD | +21.5% | -20.9% | +42.5% | +24.3% |
| 1Y | +39.2% | -21.9% | +61.0% | +42.1% |
| All | +322.3% | +120.4% | +201.9% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling