+908.3%
AEM vs QSR
+206.0%
+702.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +3.0% | -2.4% | +5.4% | +3.4% |
| 30D | +12.5% | +5.7% | +6.8% | +11.6% |
| 3M | +26.9% | +6.9% | +20.0% | +25.6% |
| 6M | -9.4% | +6.9% | -16.3% | -10.6% |
| YTD | +20.3% | +14.9% | +5.4% | +17.3% |
| 1Y | +33.8% | +29.1% | +4.7% | +28.0% |
| 3Y | +349.8% | +26.1% | +323.7% | +331.1% |
| 5Y | +301.0% | +42.3% | +258.7% | +276.8% |
| 10Y | +376.1% | +134.0% | +242.1% | +308.2% |
| All | +908.3% | +206.0% | +702.4% | +762.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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