+304.9%
AEM vs HRB
+114.1%
+190.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.9% |
| 7D | -2.1% | -8.0% | +5.9% | -1.9% |
| 30D | +8.4% | -16.0% | +24.4% | +8.9% |
| 3M | +27.3% | +26.9% | +0.4% | +26.8% |
| 6M | -9.7% | +51.1% | -60.8% | -10.8% |
| YTD | +19.0% | +7.1% | +11.9% | +19.9% |
| 1Y | +31.5% | -9.6% | +41.1% | +34.2% |
| 3Y | +338.7% | +25.4% | +313.3% | +332.1% |
| All | +304.9% | +114.1% | +190.8% | +295.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 5y: compounded portfolio wealth divided by compounded HRB 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…
5y analysis · Full analysis span regression · 6 months rolling