+343.5%
AEM vs LEN
-26.2%
+369.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +3.0% | -3.4% | +6.4% | +3.6% |
| 30D | +12.5% | -5.7% | +18.1% | +13.5% |
| 3M | +26.9% | -12.2% | +39.2% | +29.3% |
| 6M | -9.4% | -18.3% | +8.8% | -7.1% |
| YTD | +20.3% | -20.2% | +40.5% | +23.7% |
| 1Y | +33.8% | -40.1% | +73.8% | +41.2% |
| All | +343.5% | -26.2% | +369.8% | +344.7% |
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