+355.1%
AEM vs TDG
+547.7%
-192.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | -2.1% | -1.9% | -0.3% | -1.9% |
| 30D | +8.4% | -7.7% | +16.1% | +9.3% |
| 3M | +27.3% | -9.3% | +36.6% | +28.5% |
| 6M | -9.7% | -9.4% | -0.3% | -8.8% |
| YTD | +19.0% | -14.3% | +33.2% | +20.5% |
| 1Y | +31.5% | -11.8% | +43.3% | +32.7% |
| 3Y | +338.7% | +52.0% | +286.7% | +314.2% |
| 5Y | +307.4% | +128.8% | +178.6% | +267.3% |
| All | +355.1% | +547.7% | -192.6% | +274.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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