+3,541.8%
AEM vs NOC
+16,574.1%
-13,032.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +4.3% | -2.7% | +7.0% | +4.8% |
| 30D | +13.1% | -8.9% | +22.0% | +14.7% |
| 3M | +24.8% | -3.7% | +28.5% | +25.3% |
| 6M | -8.2% | -30.8% | +22.6% | -3.1% |
| YTD | +19.8% | -7.9% | +27.8% | +21.1% |
| 1Y | +32.1% | -9.4% | +41.5% | +33.6% |
| 3Y | +348.2% | +29.0% | +319.2% | +328.0% |
| 5Y | +297.5% | +56.1% | +241.4% | +266.6% |
| 10Y | +343.3% | +186.3% | +157.0% | +263.8% |
| All | +3,541.8% | +16,574.1% | -13,032.3% | +2,127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling