+301.0%
AEM vs COMP
-17.6%
+318.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.7% | -9.4% | +0.2% |
| 7D | +15.8% | +13.4% | +2.4% | +14.3% |
| 30D | +6.2% | +11.1% | -4.9% | +4.9% |
| 3M | +14.3% | -18.8% | +33.2% | +16.4% |
| 6M | +1.4% | +10.5% | -9.1% | -0.2% |
| YTD | +13.7% | -3.4% | +17.1% | +12.4% |
| 1Y | +21.3% | +19.7% | +1.6% | +17.7% |
| 3Y | +309.9% | +381.6% | -71.7% | +236.2% |
| All | +301.0% | -17.6% | +318.6% | +261.5% |
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 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