+355.6%
AEM vs RF
+86.8%
+268.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.5% | +1.3% | -1.8% | -0.6% |
| 30D | +24.0% | -3.6% | +27.6% | +24.2% |
| 3M | +16.1% | +8.1% | +8.0% | +15.2% |
| 6M | -11.6% | +11.5% | -23.1% | -12.6% |
| YTD | +21.5% | +15.6% | +6.0% | +19.9% |
| 1Y | +39.2% | +15.7% | +23.5% | +37.4% |
| All | +355.6% | +86.8% | +268.8% | +334.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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