+221.0%
AEM vs TEM
+47.5%
+173.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -2.1% | -8.7% | +6.5% | -1.5% |
| 30D | +8.4% | +8.1% | +0.4% | +7.7% |
| 3M | +27.3% | +19.0% | +8.3% | +25.5% |
| 6M | -9.7% | +12.0% | -21.7% | -10.8% |
| YTD | +19.0% | -0.1% | +19.0% | +17.8% |
| 1Y | +31.5% | -33.5% | +65.0% | +31.6% |
| All | +221.0% | +47.5% | +173.4% | +212.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling