+1,287.0%
AEM vs TD
+8,075.2%
-6,788.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -6.8% | +1.1% | -8.0% | -7.1% |
| 30D | +0.8% | +5.2% | -4.4% | -0.4% |
| 3M | -0.8% | +1.2% | -2.1% | -1.1% |
| 6M | -8.5% | +17.7% | -26.3% | -12.1% |
| YTD | +5.9% | +34.2% | -28.3% | -1.3% |
| 1Y | +6.6% | +55.4% | -48.8% | -4.2% |
| 3Y | +302.2% | +130.4% | +171.8% | +227.6% |
| 5Y | +250.8% | +101.8% | +149.0% | +193.2% |
| 10Y | +406.1% | +301.9% | +104.2% | +248.2% |
| All | +1,287.0% | +8,075.2% | -6,788.2% | +435.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling