+3,555.0%
AEM vs HUM
+5,540.8%
-1,985.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.4% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +12.5% | +3.7% | +8.8% | +12.3% |
| 3M | +26.9% | +10.4% | +16.5% | +26.4% |
| 6M | -9.4% | +125.7% | -135.2% | -12.4% |
| YTD | +20.3% | +57.3% | -37.1% | +17.8% |
| 1Y | +33.8% | +48.6% | -14.8% | +31.1% |
| 3Y | +349.8% | -11.3% | +361.1% | +347.4% |
| 5Y | +301.0% | +0.8% | +300.2% | +295.6% |
| 10Y | +376.1% | +146.7% | +229.4% | +350.8% |
| All | +3,555.0% | +5,540.8% | -1,985.8% | +3,407.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling