+338.7%
AEM vs KNX
+34.6%
+304.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.0% |
| 7D | -2.1% | -5.6% | +3.4% | -1.8% |
| 30D | +8.4% | -4.4% | +12.8% | +8.6% |
| 3M | +27.3% | -17.3% | +44.6% | +28.4% |
| 6M | -9.7% | +22.6% | -32.3% | -10.8% |
| YTD | +19.0% | +31.1% | -12.2% | +17.5% |
| 1Y | +31.5% | +60.2% | -28.7% | +29.5% |
| 3Y | +338.7% | +35.8% | +302.9% | +350.9% |
| All | +338.7% | +34.6% | +304.1% | +350.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 3y: compounded portfolio wealth divided by compounded KNX 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…
3y analysis · Full analysis span regression · 6 months rolling