+3,119.8%
AEM vs OMC
+6,469.3%
-3,349.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -6.8% | +1.9% | -8.7% | -7.0% |
| 30D | +0.8% | +12.2% | -11.4% | -0.4% |
| 3M | -0.8% | +0.6% | -1.4% | -1.0% |
| 6M | -8.5% | +21.0% | -29.5% | -10.5% |
| YTD | +5.9% | +12.4% | -6.4% | +4.1% |
| 1Y | +6.6% | +25.4% | -18.8% | +3.5% |
| 3Y | +302.2% | +29.2% | +273.0% | +286.9% |
| 5Y | +250.8% | +52.6% | +198.2% | +229.1% |
| 10Y | +406.1% | +53.6% | +352.4% | +364.2% |
| All | +3,119.8% | +6,469.3% | -3,349.5% | +2,257.2% |
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