+407.9%
AEM vs NTR
+97.9%
+310.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.9% |
| 7D | -2.1% | -1.3% | -0.9% | -1.9% |
| 30D | +8.4% | +16.8% | -8.3% | +5.4% |
| 3M | +27.3% | +20.7% | +6.5% | +22.7% |
| 6M | -9.7% | +0.5% | -10.2% | -10.3% |
| YTD | +19.0% | +29.2% | -10.2% | +12.8% |
| 1Y | +31.5% | +39.6% | -8.1% | +22.6% |
| 3Y | +338.7% | +37.9% | +300.8% | +305.6% |
| 5Y | +307.4% | +47.1% | +260.4% | +280.4% |
| All | +407.9% | +97.9% | +310.0% | +359.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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