+343.5%
AEM vs LTH
+155.4%
+188.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +3.0% | -4.0% | +7.0% | +3.5% |
| 30D | +12.5% | -1.7% | +14.2% | +12.6% |
| 3M | +26.9% | +28.0% | -1.0% | +22.6% |
| 6M | -9.4% | +54.1% | -63.5% | -14.5% |
| YTD | +20.3% | +57.1% | -36.8% | +13.2% |
| 1Y | +33.8% | +45.8% | -12.0% | +27.0% |
| All | +343.5% | +155.4% | +188.2% | +276.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling