+2,121.8%
AEM vs HIG
+1,002.1%
+1,119.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | +24.0% | -3.2% | +27.2% | +24.3% |
| 3M | +16.1% | +9.1% | +6.9% | +15.2% |
| 6M | -11.6% | -1.8% | -9.8% | -11.6% |
| YTD | +21.5% | +1.8% | +19.8% | +21.2% |
| 1Y | +39.2% | +4.6% | +34.6% | +38.4% |
| 3Y | +347.4% | +101.6% | +245.8% | +322.9% |
| 5Y | +290.1% | +124.5% | +165.7% | +264.7% |
| 10Y | +357.8% | +317.8% | +40.0% | +299.9% |
| All | +2,121.8% | +1,002.1% | +1,119.8% | +1,870.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling