+3,555.0%
AEM vs NI
+5,127.8%
-1,572.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +3.0% | +1.3% | +1.7% | +2.8% |
| 30D | +12.5% | -0.3% | +12.8% | +12.5% |
| 3M | +26.9% | -9.5% | +36.4% | +29.2% |
| 6M | -9.4% | -10.2% | +0.8% | -7.7% |
| YTD | +20.3% | +1.8% | +18.5% | +19.5% |
| 1Y | +33.8% | +5.7% | +28.1% | +32.0% |
| 3Y | +349.8% | +69.6% | +280.2% | +304.4% |
| 5Y | +301.0% | +95.8% | +205.2% | +251.3% |
| 10Y | +376.1% | +145.1% | +231.0% | +291.2% |
| All | +3,555.0% | +5,127.8% | -1,572.8% | +3,424.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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