+599.8%
AEM vs FIVE
+868.1%
-268.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -1.4% |
| 7D | -0.5% | +4.3% | -4.8% | -0.8% |
| 30D | +24.0% | +12.5% | +11.5% | +23.2% |
| 3M | +16.1% | +31.2% | -15.2% | +14.3% |
| 6M | -11.6% | +14.4% | -26.0% | -12.4% |
| YTD | +21.5% | +33.9% | -12.3% | +19.4% |
| 1Y | +39.2% | +65.1% | -25.9% | +35.1% |
| 3Y | +347.4% | +49.0% | +298.5% | +331.8% |
| 5Y | +290.1% | +30.3% | +259.8% | +275.2% |
| 10Y | +357.8% | +481.1% | -123.3% | +299.6% |
| All | +599.8% | +868.1% | -268.4% | +466.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling