+338.7%
AEM vs TECK
+65.8%
+272.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | -2.1% | -3.8% | +1.7% | -0.6% |
| 30D | +8.4% | +0.7% | +7.7% | +8.1% |
| 3M | +27.3% | +4.6% | +22.7% | +24.8% |
| 6M | -9.7% | +25.1% | -34.8% | -17.1% |
| YTD | +19.0% | +39.2% | -20.2% | +5.4% |
| 1Y | +31.5% | +60.3% | -28.8% | +11.1% |
| 3Y | +338.7% | +62.9% | +275.8% | +263.9% |
| All | +338.7% | +65.8% | +272.9% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 3y: compounded portfolio wealth divided by compounded TECK 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…
3y analysis · Full analysis span regression · 6 months rolling