+338.7%
AEM vs GNRC
+61.6%
+277.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.1% | +1.4% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +8.4% | -15.7% | +24.2% | +11.1% |
| 3M | +27.3% | -27.3% | +54.6% | +32.9% |
| 6M | -9.7% | -12.1% | +2.4% | -8.3% |
| YTD | +19.0% | +37.1% | -18.2% | +14.6% |
| 1Y | +31.5% | -0.5% | +31.9% | +30.2% |
| 3Y | +338.7% | +61.5% | +277.2% | +298.5% |
| All | +338.7% | +61.6% | +277.1% | +298.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling