+215.1%
AEM vs TEM
+46.9%
+168.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -2.6% |
| 7D | -5.0% | -9.2% | +4.1% | -4.4% |
| 30D | +8.5% | +5.5% | +3.0% | +7.9% |
| 3M | +29.3% | +18.7% | +10.6% | +27.5% |
| 6M | -12.9% | +15.4% | -28.3% | -14.2% |
| YTD | +16.8% | -0.5% | +17.3% | +15.7% |
| 1Y | +29.8% | -24.8% | +54.7% | +29.7% |
| All | +215.1% | +46.9% | +168.2% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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