+267.3%
AEM vs S
-56.9%
+324.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.0% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | +8.5% | -11.8% | +20.3% | +9.0% |
| 3M | +29.3% | +33.9% | -4.7% | +26.9% |
| 6M | -12.9% | +40.1% | -53.0% | -15.0% |
| YTD | +16.8% | +32.1% | -15.3% | +14.3% |
| 1Y | +29.8% | +11.0% | +18.8% | +28.2% |
| 3Y | +336.7% | +16.9% | +319.8% | +324.9% |
| 5Y | +299.9% | -68.9% | +368.9% | +292.7% |
| All | +267.3% | -56.9% | +324.2% | +257.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling