+304.9%
AEM vs OMC
+30.5%
+274.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +1.9% |
| 7D | -2.1% | -4.4% | +2.2% | -1.7% |
| 30D | +8.4% | -7.6% | +16.0% | +9.2% |
| 3M | +27.3% | +4.5% | +22.8% | +26.5% |
| 6M | -9.7% | -0.3% | -9.4% | -9.8% |
| YTD | +19.0% | -0.1% | +19.1% | +18.3% |
| 1Y | +31.5% | +4.6% | +26.8% | +29.9% |
| 3Y | +338.7% | +10.5% | +328.2% | +326.9% |
| All | +304.9% | +30.5% | +274.4% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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