+346.7%
AEM vs HIG
+315.0%
+31.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -5.0% | -2.3% | -2.8% | -4.9% |
| 30D | +8.5% | -1.2% | +9.7% | +8.5% |
| 3M | +29.3% | +6.3% | +23.0% | +28.5% |
| 6M | -12.9% | +0.6% | -13.5% | -13.1% |
| YTD | +16.8% | +0.6% | +16.2% | +16.5% |
| 1Y | +29.8% | +6.1% | +23.7% | +28.9% |
| 3Y | +336.7% | +102.0% | +234.8% | +309.4% |
| 5Y | +299.9% | +119.2% | +180.7% | +271.5% |
| All | +346.7% | +315.0% | +31.7% | +345.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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