+297.5%
AEM vs TAP
0.0%
+297.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.9% |
| 7D | +4.3% | -2.3% | +6.6% | +4.6% |
| 30D | +13.1% | -9.4% | +22.5% | +14.4% |
| 3M | +24.8% | -0.8% | +25.6% | +24.6% |
| 6M | -8.2% | -14.7% | +6.5% | -6.4% |
| YTD | +19.8% | -13.9% | +33.8% | +21.7% |
| 1Y | +32.1% | -18.6% | +50.7% | +35.2% |
| 3Y | +348.2% | -32.0% | +380.2% | +369.7% |
| 5Y | +297.5% | -1.0% | +298.5% | +297.1% |
| All | +297.5% | 0.0% | +297.5% | +297.1% |
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