+304.9%
AEM vs NSC
+42.7%
+262.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | -2.1% | -2.8% | +0.7% | -1.6% |
| 30D | +8.4% | -4.5% | +13.0% | +9.4% |
| 3M | +27.3% | +3.5% | +23.7% | +26.3% |
| 6M | -9.7% | +8.5% | -18.2% | -11.4% |
| YTD | +19.0% | +12.3% | +6.6% | +15.9% |
| 1Y | +31.5% | +18.9% | +12.5% | +26.6% |
| 3Y | +338.7% | +74.1% | +264.6% | +273.5% |
| All | +304.9% | +42.7% | +262.2% | +259.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling