+297.5%
AEM vs FIVE
+38.7%
+258.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.5% |
| 7D | +4.3% | +3.7% | +0.7% | +4.1% |
| 30D | +13.1% | +4.0% | +9.2% | +12.8% |
| 3M | +24.8% | +36.2% | -11.5% | +22.3% |
| 6M | -8.2% | +18.0% | -26.3% | -9.3% |
| YTD | +19.8% | +34.9% | -15.1% | +17.5% |
| 1Y | +32.1% | +67.9% | -35.8% | +27.7% |
| 3Y | +348.2% | +57.3% | +290.9% | +336.4% |
| 5Y | +297.5% | +39.5% | +257.9% | +277.6% |
| All | +297.5% | +38.7% | +258.8% | +277.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling