+355.1%
AEM vs HUM
+152.7%
+202.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.8% |
| 7D | -2.1% | +2.1% | -4.2% | -2.2% |
| 30D | +8.4% | +5.4% | +3.0% | +8.2% |
| 3M | +27.3% | +11.4% | +15.9% | +26.6% |
| 6M | -9.7% | +141.5% | -151.2% | -13.4% |
| YTD | +19.0% | +61.2% | -42.2% | +16.0% |
| 1Y | +31.5% | +49.2% | -17.7% | +28.4% |
| 3Y | +338.7% | -9.0% | +347.7% | +340.1% |
| 5Y | +307.4% | +7.2% | +300.2% | +301.2% |
| All | +355.1% | +152.7% | +202.4% | +405.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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