+6,685.4%
AEM vs M
+396.5%
+6,288.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.7% | -1.2% |
| 7D | -0.5% | +4.7% | -5.2% | -0.6% |
| 30D | +24.0% | -9.6% | +33.7% | +24.2% |
| 3M | +16.1% | +0.9% | +15.2% | +16.1% |
| 6M | -11.6% | +22.3% | -33.9% | -11.9% |
| YTD | +21.5% | +6.5% | +15.0% | +21.4% |
| 1Y | +39.2% | +38.8% | +0.4% | +38.5% |
| 3Y | +347.4% | +115.9% | +231.5% | +343.0% |
| 5Y | +290.1% | +28.6% | +261.5% | +286.8% |
| 10Y | +357.8% | -2.5% | +360.3% | +353.5% |
| All | +6,685.4% | +396.5% | +6,288.9% | +6,001.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 all: compounded portfolio wealth divided by compounded M 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…
all analysis · Full analysis span regression · 6 months rolling