+2,100.3%
AEM vs NRG
+1,484.6%
+615.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.2% |
| 7D | -5.0% | -0.2% | -4.9% | -5.1% |
| 30D | +8.5% | -6.8% | +15.3% | +10.1% |
| 3M | +29.3% | -7.1% | +36.4% | +30.6% |
| 6M | -12.9% | -27.6% | +14.6% | -7.2% |
| YTD | +16.8% | -29.2% | +46.0% | +24.7% |
| 1Y | +29.8% | -29.9% | +59.7% | +38.6% |
| 3Y | +336.7% | +198.7% | +138.1% | +211.6% |
| 5Y | +299.9% | +192.9% | +107.0% | +180.2% |
| 10Y | +362.2% | +1,084.1% | -721.9% | +95.6% |
| All | +2,100.3% | +1,484.6% | +615.8% | +864.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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