+321.1%
AEM vs LTH
+156.3%
+164.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.2% |
| 7D | +4.3% | +1.5% | +2.8% | +4.2% |
| 30D | +13.1% | -3.1% | +16.2% | +13.4% |
| 3M | +24.8% | +28.1% | -3.3% | +21.5% |
| 6M | -8.2% | +67.4% | -75.6% | -13.0% |
| YTD | +19.8% | +59.8% | -40.0% | +14.1% |
| 1Y | +32.1% | +45.6% | -13.5% | +26.6% |
| 3Y | +348.2% | +162.0% | +186.2% | +300.5% |
| All | +321.1% | +156.3% | +164.8% | +251.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling