+299.9%
AEM vs TECK
+180.4%
+119.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.4% | -0.6% |
| 7D | -5.0% | -4.2% | -0.8% | -3.6% |
| 30D | +8.5% | -0.4% | +8.8% | +8.7% |
| 3M | +29.3% | +10.1% | +19.1% | +24.8% |
| 6M | -12.9% | +26.0% | -38.9% | -19.5% |
| YTD | +16.8% | +38.0% | -21.3% | +4.8% |
| 1Y | +29.8% | +63.8% | -33.9% | +10.2% |
| 3Y | +336.7% | +68.5% | +268.2% | +256.4% |
| 5Y | +299.9% | +179.2% | +120.8% | +191.6% |
| All | +299.9% | +180.4% | +119.5% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling