+39.2%
AEM vs S
+10.1%
+29.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -0.5% | -7.7% | +7.2% | -0.5% |
| 30D | +24.0% | -5.3% | +29.3% | +23.8% |
| 3M | +16.1% | +20.3% | -4.2% | +15.6% |
| 6M | -11.6% | +47.4% | -59.0% | -12.5% |
| YTD | +21.5% | +32.5% | -11.0% | +21.3% |
| 1Y | +39.2% | +9.5% | +29.7% | +42.8% |
| All | +39.2% | +10.1% | +29.0% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling