+325.7%
AEM vs TLN
+567.0%
-241.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -5.1% |
| 7D | +13.9% | +1.1% | +12.8% | +13.4% |
| 30D | +0.8% | -4.6% | +5.4% | +1.3% |
| 3M | +5.8% | +5.2% | +0.5% | +4.1% |
| 6M | -1.0% | -6.5% | +5.6% | -1.0% |
| YTD | +13.1% | -3.6% | +16.7% | +11.7% |
| 1Y | +14.4% | -8.2% | +22.7% | +13.6% |
| 3Y | +325.7% | +559.7% | -234.0% | +203.8% |
| All | +325.7% | +567.0% | -241.3% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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