+3,335.5%
AEM vs TDY
+7,056.0%
-3,720.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.8% |
| 7D | -2.1% | -1.1% | -1.0% | -2.0% |
| 30D | +8.4% | -12.0% | +20.5% | +9.8% |
| 3M | +27.3% | -3.2% | +30.5% | +27.6% |
| 6M | -9.7% | -7.9% | -1.8% | -8.9% |
| YTD | +19.0% | +18.2% | +0.7% | +17.3% |
| 1Y | +31.5% | +6.7% | +24.8% | +30.8% |
| 3Y | +338.7% | +47.5% | +291.2% | +323.3% |
| 5Y | +307.4% | +39.5% | +267.9% | +293.7% |
| 10Y | +370.9% | +477.2% | -106.3% | +306.6% |
| All | +3,335.5% | +7,056.0% | -3,720.5% | +2,604.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling