+231.7%
AEM vs AUR
-35.7%
+267.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.8% |
| 7D | -2.1% | +1.4% | -3.6% | -2.2% |
| 30D | +8.4% | -6.4% | +14.8% | +8.8% |
| 3M | +27.3% | +7.7% | +19.6% | +26.5% |
| 6M | -9.7% | +44.5% | -54.1% | -11.7% |
| YTD | +19.0% | +67.4% | -48.5% | +15.5% |
| 1Y | +31.5% | +15.4% | +16.0% | +29.4% |
| 3Y | +338.7% | +94.8% | +243.9% | +308.9% |
| 5Y | +307.4% | -35.1% | +342.5% | +258.0% |
| All | +231.7% | -35.7% | +267.4% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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