+705.1%
AEM vs P
+469.1%
+236.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.1% |
| 7D | +15.8% | -23.8% | +39.6% | +17.9% |
| 30D | +6.2% | -36.6% | +42.8% | +9.6% |
| 3M | +14.3% | +10.9% | +3.5% | +12.4% |
| 6M | +1.4% | +30.0% | -28.6% | -1.9% |
| YTD | +13.7% | +44.4% | -30.6% | +8.9% |
| 1Y | +21.3% | +3.9% | +17.4% | +18.3% |
| 3Y | +309.9% | +176.6% | +133.3% | +266.2% |
| 5Y | +301.0% | +249.3% | +51.7% | +249.0% |
| 10Y | +344.0% | +726.9% | -382.9% | +254.4% |
| All | +705.1% | +469.1% | +236.0% | +567.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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