+299.9%
AEM vs NOC
+57.3%
+242.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.1% |
| 7D | -5.0% | -1.8% | -3.3% | -4.7% |
| 30D | +8.5% | -9.4% | +17.9% | +10.9% |
| 3M | +29.3% | -3.8% | +33.1% | +30.1% |
| 6M | -12.9% | -28.8% | +15.8% | -6.1% |
| YTD | +16.8% | -7.9% | +24.6% | +18.7% |
| 1Y | +29.8% | -9.0% | +38.9% | +32.1% |
| 3Y | +336.7% | +29.1% | +307.7% | +308.5% |
| 5Y | +299.9% | +58.9% | +241.0% | +232.4% |
| All | +299.9% | +57.3% | +242.7% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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