+343.5%
AEM vs NSC
+75.0%
+268.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +3.0% | -2.0% | +5.1% | +3.2% |
| 30D | +12.5% | -3.2% | +15.7% | +12.9% |
| 3M | +26.9% | +3.9% | +23.0% | +26.3% |
| 6M | -9.4% | +7.8% | -17.2% | -10.5% |
| YTD | +20.3% | +13.4% | +6.9% | +18.4% |
| 1Y | +33.8% | +20.3% | +13.5% | +30.8% |
| All | +343.5% | +75.0% | +268.5% | +277.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling