+355.1%
AEM vs TDY
+479.2%
-124.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.6% |
| 7D | -2.1% | -1.1% | -1.0% | -1.9% |
| 30D | +8.4% | -12.0% | +20.5% | +11.6% |
| 3M | +27.3% | -3.2% | +30.5% | +28.1% |
| 6M | -9.7% | -7.9% | -1.8% | -8.0% |
| YTD | +19.0% | +18.2% | +0.7% | +15.3% |
| 1Y | +31.5% | +6.7% | +24.8% | +30.0% |
| 3Y | +338.7% | +47.5% | +291.2% | +305.2% |
| 5Y | +307.4% | +39.5% | +267.9% | +275.9% |
| All | +355.1% | +479.2% | -124.2% | +268.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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