+3,448.7%
AEM vs TEVA
+6,895.5%
-3,446.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.6% | -2.9% |
| 7D | -5.0% | -0.7% | -4.3% | -5.0% |
| 30D | +8.5% | -0.4% | +8.8% | +8.5% |
| 3M | +29.3% | +8.2% | +21.0% | +28.9% |
| 6M | -12.9% | +15.3% | -28.3% | -13.4% |
| YTD | +16.8% | +16.5% | +0.3% | +16.1% |
| 1Y | +29.8% | +85.7% | -55.9% | +27.1% |
| 3Y | +336.7% | +277.9% | +58.9% | +316.9% |
| 5Y | +299.9% | +295.5% | +4.4% | +280.1% |
| 10Y | +362.2% | -24.5% | +386.7% | +342.6% |
| All | +3,448.7% | +6,895.5% | -3,446.8% | +4,330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling