+343.3%
AEM vs LSCC
+1,791.9%
-1,448.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.6% |
| 7D | +4.3% | +5.2% | -0.9% | +3.7% |
| 30D | +13.1% | -9.6% | +22.8% | +14.3% |
| 3M | +24.8% | -17.8% | +42.6% | +26.8% |
| 6M | -8.2% | +37.4% | -45.7% | -11.7% |
| YTD | +19.8% | +59.7% | -39.8% | +13.5% |
| 1Y | +32.1% | +76.2% | -44.2% | +23.8% |
| 3Y | +348.2% | +28.2% | +320.0% | +321.5% |
| 5Y | +297.5% | +87.2% | +210.3% | +249.3% |
| 10Y | +343.3% | +1,795.0% | -1,451.7% | +214.9% |
| All | +343.3% | +1,791.9% | -1,448.6% | +214.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling