+3,594.0%
AEM vs HRB
+3,357.9%
+236.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -1.0% |
| 7D | -0.5% | -5.7% | +5.1% | -0.3% |
| 30D | +24.0% | +7.9% | +16.1% | +23.7% |
| 3M | +16.1% | +32.1% | -16.0% | +15.1% |
| 6M | -11.6% | +62.2% | -73.9% | -13.1% |
| YTD | +21.5% | +16.4% | +5.1% | +20.8% |
| 1Y | +39.2% | -0.3% | +39.5% | +39.0% |
| 3Y | +347.4% | +36.0% | +311.4% | +341.4% |
| 5Y | +290.1% | +125.2% | +164.9% | +278.5% |
| 10Y | +357.8% | +237.7% | +120.1% | +333.8% |
| All | +3,594.0% | +3,357.9% | +236.1% | +4,716.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling