+355.6%
AEM vs COMP
+215.9%
+139.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | +24.0% | -13.3% | +37.3% | +25.8% |
| 3M | +16.1% | +41.1% | -25.0% | +11.7% |
| 6M | -11.6% | +17.2% | -28.8% | -14.2% |
| YTD | +21.5% | +5.2% | +16.3% | +18.7% |
| 1Y | +39.2% | +18.9% | +20.3% | +34.5% |
| All | +355.6% | +215.9% | +139.7% | +282.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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