+31.2%
AEM vs Q
+75.3%
-44.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.1% |
| 7D | +4.3% | +6.7% | -2.4% | +2.3% |
| 30D | +13.1% | -10.6% | +23.7% | +16.5% |
| 3M | +24.8% | -14.6% | +39.4% | +28.5% |
| 6M | -8.2% | +12.1% | -20.3% | -13.7% |
| YTD | +19.8% | +51.3% | -31.4% | +7.8% |
| All | +31.2% | +75.3% | -44.1% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling