+3,594.0%
AEM vs RF
+1,537.4%
+2,056.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.5% | +1.3% | -1.8% | -0.5% |
| 30D | +24.0% | -3.6% | +27.6% | +24.1% |
| 3M | +16.1% | +8.1% | +8.0% | +15.9% |
| 6M | -11.6% | +11.5% | -23.1% | -11.9% |
| YTD | +21.5% | +15.6% | +6.0% | +21.1% |
| 1Y | +39.2% | +15.7% | +23.5% | +38.7% |
| 3Y | +347.4% | +86.9% | +260.5% | +340.2% |
| 5Y | +290.1% | +89.8% | +200.3% | +282.8% |
| 10Y | +357.8% | +344.7% | +13.1% | +335.0% |
| All | +3,594.0% | +1,537.4% | +2,056.6% | +4,179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling