+355.1%
AEM vs GAP
+31.2%
+323.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.8% |
| 7D | -2.1% | -4.1% | +2.0% | -2.1% |
| 30D | +8.4% | +6.2% | +2.2% | +8.3% |
| 3M | +27.3% | -0.7% | +28.0% | +27.2% |
| 6M | -9.7% | -7.1% | -2.5% | -9.6% |
| YTD | +19.0% | -14.1% | +33.0% | +19.1% |
| 1Y | +31.5% | -8.5% | +40.0% | +31.5% |
| 3Y | +338.7% | +115.4% | +223.3% | +333.3% |
| 5Y | +307.4% | +9.8% | +297.6% | +298.9% |
| All | +355.1% | +31.2% | +323.8% | +334.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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