+346.7%
AEM vs NSC
+336.2%
+10.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.0% | -1.4% | -3.7% | -4.9% |
| 30D | +8.5% | -3.4% | +11.8% | +9.0% |
| 3M | +29.3% | +5.1% | +24.2% | +28.4% |
| 6M | -12.9% | +9.2% | -22.1% | -14.1% |
| YTD | +16.8% | +13.4% | +3.4% | +14.7% |
| 1Y | +29.8% | +20.8% | +9.0% | +26.4% |
| 3Y | +336.7% | +76.1% | +260.7% | +299.9% |
| 5Y | +299.9% | +45.3% | +254.7% | +274.0% |
| All | +346.7% | +336.2% | +10.6% | +272.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling