+322.6%
AEM vs LTH
+152.0%
+170.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | +3.0% | -4.0% | +7.0% | +3.4% |
| 30D | +12.5% | -1.7% | +14.2% | +12.6% |
| 3M | +26.9% | +28.0% | -1.0% | +23.6% |
| 6M | -9.4% | +54.1% | -63.5% | -13.5% |
| YTD | +20.3% | +57.1% | -36.8% | +14.7% |
| 1Y | +33.8% | +45.8% | -12.0% | +28.3% |
| 3Y | +349.8% | +157.6% | +192.3% | +302.6% |
| All | +322.6% | +152.0% | +170.7% | +253.1% |
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