+346.4%
AEM vs S
+49.1%
+297.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.0% | -3.2% | +4.5% |
| 7D | +17.8% | +1.6% | +16.3% | +17.7% |
| 30D | +6.2% | -10.5% | +16.7% | +6.6% |
| 3M | +12.5% | +9.9% | +2.6% | +11.9% |
| 6M | +4.4% | +41.8% | -37.4% | +2.2% |
| YTD | +19.2% | +56.8% | -37.6% | +15.8% |
| 1Y | +25.5% | +39.0% | -13.5% | +22.9% |
| 3Y | +346.4% | +53.8% | +292.6% | +355.5% |
| All | +346.4% | +49.1% | +297.3% | +355.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling