+408.7%
AEM vs HAS
+97.5%
+311.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -6.8% | +1.4% | -8.2% | -7.0% |
| 30D | +0.8% | +26.3% | -25.5% | -1.4% |
| 3M | -0.8% | +25.6% | -26.4% | -3.0% |
| 6M | -8.5% | +30.3% | -38.8% | -11.0% |
| YTD | +5.9% | +50.4% | -44.4% | +1.8% |
| 1Y | +6.6% | +57.7% | -51.1% | +2.0% |
| 3Y | +302.2% | +213.4% | +88.8% | +260.8% |
| 5Y | +250.8% | +49.1% | +201.7% | +228.6% |
| All | +408.7% | +97.5% | +311.2% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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