+355.1%
AEM vs EQIX
+246.8%
+108.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.5% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | +8.4% | -2.5% | +10.9% | +9.2% |
| 3M | +27.3% | 0.0% | +27.3% | +27.3% |
| 6M | -9.7% | +7.6% | -17.3% | -11.2% |
| YTD | +19.0% | +37.5% | -18.6% | +9.6% |
| 1Y | +31.5% | +32.9% | -1.4% | +22.1% |
| 3Y | +338.7% | +42.8% | +295.9% | +294.2% |
| 5Y | +307.4% | +35.8% | +271.6% | +262.2% |
| All | +355.1% | +246.8% | +108.3% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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