+5,603.8%
AEM vs AZO
+41,812.3%
-36,208.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.8% |
| 7D | -5.0% | -2.9% | -2.1% | -4.9% |
| 30D | +8.5% | -5.3% | +13.8% | +8.8% |
| 3M | +29.3% | -7.3% | +36.6% | +29.8% |
| 6M | -12.9% | -22.7% | +9.7% | -11.6% |
| YTD | +16.8% | -15.0% | +31.8% | +17.9% |
| 1Y | +29.8% | -32.2% | +62.1% | +32.9% |
| 3Y | +336.7% | +10.0% | +326.7% | +333.1% |
| 5Y | +299.9% | +85.8% | +214.1% | +284.1% |
| 10Y | +362.2% | +298.9% | +63.4% | +324.8% |
| All | +5,603.8% | +41,812.3% | -36,208.5% | +5,474.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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