+3,541.8%
AEM vs HUBB
+153,832.3%
-150,290.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | +4.3% | +4.8% | -0.5% | +4.3% |
| 30D | +13.1% | -9.3% | +22.4% | +13.2% |
| 3M | +24.8% | -3.9% | +28.7% | +24.8% |
| 6M | -8.2% | -0.8% | -7.4% | -8.2% |
| YTD | +19.8% | +5.6% | +14.3% | +19.8% |
| 1Y | +32.1% | +7.7% | +24.3% | +32.0% |
| 3Y | +348.2% | +47.5% | +300.7% | +347.3% |
| 5Y | +297.5% | +153.7% | +143.8% | +295.7% |
| 10Y | +343.3% | +433.0% | -89.7% | +340.0% |
| All | +3,541.8% | +153,832.3% | -150,290.4% | +5,286.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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