+355.1%
AEM vs TEVA
-22.9%
+378.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.2% | +1.7% |
| 7D | -2.1% | +2.0% | -4.1% | -2.3% |
| 30D | +8.4% | +1.0% | +7.5% | +8.4% |
| 3M | +27.3% | +7.3% | +20.0% | +26.5% |
| 6M | -9.7% | +21.7% | -31.4% | -11.1% |
| YTD | +19.0% | +18.8% | +0.1% | +17.2% |
| 1Y | +31.5% | +86.5% | -55.0% | +25.5% |
| 3Y | +338.7% | +269.4% | +69.3% | +295.3% |
| 5Y | +307.4% | +303.6% | +3.8% | +262.3% |
| All | +355.1% | -22.9% | +378.0% | +294.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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