+1,078.8%
AEM vs RUN
-31.9%
+1,110.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -0.5% | +1.3% | -1.8% | -0.6% |
| 30D | +24.0% | -15.3% | +39.3% | +25.2% |
| 3M | +16.1% | -40.0% | +56.1% | +19.5% |
| 6M | -11.6% | -27.0% | +15.3% | -10.2% |
| YTD | +21.5% | -51.7% | +73.2% | +25.5% |
| 1Y | +39.2% | -45.9% | +85.1% | +42.3% |
| 3Y | +347.4% | -43.8% | +391.2% | +331.0% |
| 5Y | +290.1% | -80.5% | +370.6% | +286.6% |
| 10Y | +357.8% | +45.3% | +312.5% | +313.3% |
| All | +1,078.8% | -31.9% | +1,110.7% | +996.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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