+39.2%
AEM vs NTRS
+46.5%
-7.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +24.0% | +1.2% | +22.8% | +23.2% |
| 3M | +16.1% | +8.3% | +7.7% | +12.6% |
| 6M | -11.6% | +30.0% | -41.6% | -19.3% |
| YTD | +21.5% | +38.0% | -16.5% | +9.0% |
| 1Y | +39.2% | +47.4% | -8.2% | +22.5% |
| All | +39.2% | +46.5% | -7.3% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling