+3,594.0%
AEM vs OMC
+6,006.3%
-2,412.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.9% |
| 7D | -0.5% | -6.4% | +5.9% | +0.1% |
| 30D | +24.0% | +1.1% | +22.9% | +23.9% |
| 3M | +16.1% | +10.4% | +5.7% | +14.8% |
| 6M | -11.6% | -1.7% | -9.9% | -11.6% |
| YTD | +21.5% | +4.4% | +17.1% | +20.4% |
| 1Y | +39.2% | +8.4% | +30.7% | +37.1% |
| 3Y | +347.4% | +14.4% | +333.0% | +335.9% |
| 5Y | +290.1% | +33.9% | +256.3% | +270.9% |
| 10Y | +357.8% | +34.9% | +322.9% | +326.2% |
| All | +3,594.0% | +6,006.3% | -2,412.3% | +2,625.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling