+3,541.8%
AEM vs LNT
+3,186.5%
+355.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.7% |
| 7D | +4.3% | +1.0% | +3.3% | +4.1% |
| 30D | +13.1% | -1.1% | +14.2% | +13.4% |
| 3M | +24.8% | -3.6% | +28.4% | +25.7% |
| 6M | -8.2% | -2.7% | -5.6% | -7.9% |
| YTD | +19.8% | +8.0% | +11.8% | +17.0% |
| 1Y | +32.1% | +10.5% | +21.6% | +28.2% |
| 3Y | +348.2% | +49.6% | +298.6% | +300.9% |
| 5Y | +297.5% | +32.2% | +265.2% | +264.9% |
| 10Y | +343.3% | +141.8% | +201.5% | +245.3% |
| All | +3,541.8% | +3,186.5% | +355.4% | +2,133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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