+18.7%
AEM vs FIVE
+63.3%
-44.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +6.7% | +3.0% | +8.4% |
| 7D | +0.2% | +7.5% | -7.3% | -1.1% |
| 30D | +0.1% | +16.7% | -16.6% | -2.5% |
| 3M | +22.1% | +13.4% | +8.7% | +19.2% |
| 6M | +2.4% | +9.0% | -6.6% | +0.9% |
| YTD | +8.9% | +33.8% | -24.9% | +4.5% |
| 1Y | +18.7% | +61.2% | -42.5% | +6.8% |
| All | +18.7% | +63.3% | -44.6% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling