+3,594.0%
AEM vs TAP
+825.0%
+2,769.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.5% | -2.3% | +1.8% | -0.4% |
| 30D | +24.0% | -2.1% | +26.2% | +24.2% |
| 3M | +16.1% | +6.6% | +9.5% | +15.4% |
| 6M | -11.6% | -11.5% | -0.1% | -11.0% |
| YTD | +21.5% | -10.3% | +31.8% | +22.2% |
| 1Y | +39.2% | -14.4% | +53.6% | +40.2% |
| 3Y | +347.4% | -28.3% | +375.7% | +354.9% |
| 5Y | +290.1% | +1.7% | +288.4% | +286.7% |
| 10Y | +357.8% | -49.2% | +407.0% | +367.0% |
| All | +3,594.0% | +825.0% | +2,769.0% | +4,275.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling