+299.9%
AEM vs QS
-75.8%
+375.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.9% |
| 7D | -5.0% | -5.0% | -0.1% | -4.7% |
| 30D | +8.5% | -18.3% | +26.8% | +9.9% |
| 3M | +29.3% | -26.0% | +55.3% | +31.5% |
| 6M | -12.9% | -24.0% | +11.1% | -11.6% |
| YTD | +16.8% | -50.3% | +67.1% | +21.0% |
| 1Y | +29.8% | -38.0% | +67.8% | +32.8% |
| 3Y | +336.7% | -24.6% | +361.3% | +330.6% |
| 5Y | +299.9% | -75.4% | +375.4% | +304.8% |
| All | +299.9% | -75.8% | +375.8% | +304.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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