+355.1%
AEM vs TD
+306.3%
+48.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +8.4% | -1.9% | +10.3% | +8.9% |
| 3M | +27.3% | +4.8% | +22.5% | +25.8% |
| 6M | -9.7% | +28.0% | -37.6% | -14.7% |
| YTD | +19.0% | +30.3% | -11.3% | +11.9% |
| 1Y | +31.5% | +59.8% | -28.3% | +18.3% |
| 3Y | +338.7% | +124.7% | +214.0% | +267.2% |
| 5Y | +307.4% | +127.0% | +180.5% | +241.2% |
| All | +355.1% | +306.3% | +48.8% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling