+302.2%
AEM vs LEN
-25.9%
+328.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -6.8% | -5.8% | -1.1% | -5.8% |
| 30D | +0.8% | +13.7% | -12.9% | -1.3% |
| 3M | -0.8% | -3.9% | +3.0% | -0.3% |
| 6M | -8.5% | -0.4% | -8.1% | -8.7% |
| YTD | +5.9% | -16.8% | +22.8% | +8.1% |
| 1Y | +6.6% | -29.5% | +36.1% | +10.1% |
| 3Y | +302.2% | -25.6% | +327.8% | +301.0% |
| All | +302.2% | -25.9% | +328.1% | +301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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