+408.6%
AEM vs FIVE
+505.3%
-96.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.6% | -4.0% |
| 7D | -5.6% | +2.4% | -8.1% | -5.8% |
| 30D | -3.9% | +15.8% | -19.7% | -4.8% |
| 3M | -3.4% | +3.8% | -7.2% | -3.7% |
| 6M | -9.0% | +18.5% | -27.6% | -10.2% |
| YTD | +5.9% | +31.2% | -25.3% | +3.9% |
| 1Y | +4.0% | +61.8% | -57.8% | +0.8% |
| 3Y | +298.8% | +39.9% | +258.9% | +286.0% |
| 5Y | +250.7% | +18.3% | +232.4% | +238.5% |
| All | +408.6% | +505.3% | -96.7% | +343.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling