+11.8%
AEM vs S
+38.7%
-26.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.4% |
| 7D | +1.4% | +1.2% | +0.1% | +1.3% |
| 30D | -1.2% | -7.3% | +6.1% | -1.4% |
| 3M | +2.5% | +5.9% | -3.3% | +2.9% |
| 6M | -5.1% | +45.6% | -50.7% | -4.7% |
| YTD | +10.4% | +58.5% | -48.1% | +11.5% |
| 1Y | +11.8% | +37.6% | -25.8% | +14.3% |
| All | +11.8% | +38.7% | -26.9% | +14.3% |
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