+250.7%
AEM vs COMP
-12.0%
+262.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -1.9% | -3.8% |
| 7D | -5.6% | +8.9% | -14.5% | -6.5% |
| 30D | -3.9% | +14.0% | -17.8% | -5.3% |
| 3M | -3.4% | -21.1% | +17.7% | -1.4% |
| 6M | -9.0% | +20.1% | -29.1% | -11.1% |
| YTD | +5.9% | -5.0% | +10.9% | +4.9% |
| 1Y | +4.0% | +5.7% | -1.7% | +2.0% |
| 3Y | +298.8% | +412.2% | -113.5% | +225.2% |
| 5Y | +250.7% | -12.1% | +262.8% | +213.9% |
| All | +250.7% | -12.0% | +262.7% | +213.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling