+946.5%
AEM vs TDG
+12,853.5%
-11,907.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -5.0% | -2.7% | -2.4% | -4.6% |
| 30D | +8.5% | -9.3% | +17.7% | +10.3% |
| 3M | +29.3% | -7.1% | +36.3% | +30.7% |
| 6M | -12.9% | -11.2% | -1.8% | -11.2% |
| YTD | +16.8% | -15.3% | +32.0% | +19.7% |
| 1Y | +29.8% | -12.5% | +42.3% | +32.1% |
| 3Y | +336.7% | +51.2% | +285.5% | +296.1% |
| 5Y | +299.9% | +126.1% | +173.8% | +232.8% |
| 10Y | +362.2% | +536.2% | -174.0% | +180.5% |
| All | +946.5% | +12,853.5% | -11,907.0% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling