+301.0%
AEM vs TECH
-42.1%
+343.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | +12.5% | +0.3% | +12.2% | +12.5% |
| 3M | +26.9% | +32.9% | -6.0% | +21.4% |
| 6M | -9.4% | +32.1% | -41.5% | -14.0% |
| YTD | +20.3% | +23.4% | -3.1% | +15.4% |
| 1Y | +33.8% | +34.1% | -0.3% | +26.3% |
| 3Y | +349.8% | +2.2% | +347.6% | +337.9% |
| 5Y | +301.0% | -41.8% | +342.8% | +307.3% |
| All | +301.0% | -42.1% | +343.2% | +307.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 5y: compounded portfolio wealth divided by compounded TECH 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…
5y analysis · Full analysis span regression · 6 months rolling