+455.9%
AEM vs TENB
-9.4%
+465.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +2.2% |
| 7D | -2.1% | -12.1% | +10.0% | -1.4% |
| 30D | +8.4% | -18.6% | +27.1% | +9.6% |
| 3M | +27.3% | +12.1% | +15.2% | +25.7% |
| 6M | -9.7% | +46.8% | -56.5% | -12.6% |
| YTD | +19.0% | +28.0% | -9.0% | +16.0% |
| 1Y | +31.5% | -1.4% | +32.9% | +31.0% |
| 3Y | +338.7% | -33.9% | +372.6% | +348.2% |
| 5Y | +307.4% | -34.6% | +342.1% | +307.3% |
| All | +455.9% | -9.4% | +465.3% | +411.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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