+266.3%
AEM vs TAP
+1.8%
+264.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.3% |
| 7D | +1.4% | -8.0% | +9.4% | +2.3% |
| 30D | -1.2% | +4.1% | -5.2% | -1.7% |
| 3M | +2.5% | -4.4% | +6.9% | +3.0% |
| 6M | -5.1% | -1.9% | -3.1% | -5.2% |
| YTD | +10.4% | -12.1% | +22.5% | +11.8% |
| 1Y | +11.8% | -12.0% | +23.8% | +13.0% |
| 3Y | +315.6% | -25.0% | +340.7% | +327.4% |
| 5Y | +266.3% | -1.1% | +267.3% | +263.2% |
| All | +266.3% | +1.8% | +264.5% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 5y: compounded portfolio wealth divided by compounded TAP 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…
5y analysis · Full analysis span regression · 6 months rolling