+3,448.7%
AEM vs NTRS
+7,716.8%
-4,268.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.0% |
| 7D | -5.0% | +0.3% | -5.4% | -5.1% |
| 30D | +8.5% | +0.2% | +8.3% | +8.4% |
| 3M | +29.3% | +13.2% | +16.1% | +28.1% |
| 6M | -12.9% | +36.9% | -49.9% | -14.8% |
| YTD | +16.8% | +39.1% | -22.3% | +14.1% |
| 1Y | +29.8% | +50.4% | -20.6% | +26.2% |
| 3Y | +336.7% | +166.8% | +169.9% | +306.8% |
| 5Y | +299.9% | +92.9% | +207.1% | +277.6% |
| 10Y | +362.2% | +255.7% | +106.6% | +310.3% |
| All | +3,448.7% | +7,716.8% | -4,268.1% | +4,808.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling