+3,594.0%
AEM vs GAP
+2,258.2%
+1,335.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -0.5% | -4.5% | +4.0% | -0.3% |
| 30D | +24.0% | +9.0% | +15.0% | +23.5% |
| 3M | +16.1% | +5.0% | +11.1% | +15.8% |
| 6M | -11.6% | -17.8% | +6.2% | -11.2% |
| YTD | +21.5% | -10.4% | +31.9% | +21.7% |
| 1Y | +39.2% | -3.4% | +42.6% | +38.8% |
| 3Y | +347.4% | +111.5% | +236.0% | +328.1% |
| 5Y | +290.1% | +8.8% | +281.3% | +277.7% |
| 10Y | +357.8% | +32.9% | +324.9% | +324.1% |
| All | +3,594.0% | +2,258.2% | +1,335.7% | +3,223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling