+288.0%
AEM vs LTH
+186.8%
+101.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -1.2% | +17.7% | -18.9% | -2.7% |
| 3M | +2.5% | +8.5% | -5.9% | +1.7% |
| 6M | -5.1% | +46.9% | -52.0% | -8.8% |
| YTD | +10.4% | +78.8% | -68.4% | +3.9% |
| 1Y | +11.8% | +84.9% | -73.1% | +4.9% |
| 3Y | +315.6% | +246.4% | +69.3% | +263.8% |
| 5Y | +266.3% | +129.6% | +136.7% | +209.9% |
| All | +288.0% | +186.8% | +101.2% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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