+375.9%
AEM vs HAS
+106.1%
+269.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.7% |
| 7D | +17.8% | +2.2% | +15.7% | +17.6% |
| 30D | +6.2% | +29.6% | -23.3% | +3.6% |
| 3M | +12.5% | +30.3% | -17.7% | +9.7% |
| 6M | +4.4% | +25.6% | -21.2% | +1.9% |
| YTD | +19.2% | +50.8% | -31.6% | +14.6% |
| 1Y | +25.5% | +63.0% | -37.5% | +19.9% |
| 3Y | +346.4% | +211.6% | +134.9% | +301.4% |
| 5Y | +305.7% | +50.4% | +255.3% | +280.1% |
| 10Y | +375.9% | +101.9% | +274.0% | +298.8% |
| All | +375.9% | +106.1% | +269.8% | +298.8% |
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