+313.5%
AEM vs TLN
+589.3%
-275.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +0.7% |
| 7D | +3.0% | +5.8% | -2.8% | +2.0% |
| 30D | +12.5% | -6.9% | +19.3% | +13.7% |
| 3M | +26.9% | -10.9% | +37.8% | +29.0% |
| 6M | -9.4% | -4.6% | -4.8% | -9.0% |
| YTD | +20.3% | -14.7% | +35.0% | +22.0% |
| 1Y | +33.8% | -17.9% | +51.7% | +36.3% |
| 3Y | +349.8% | +483.9% | -134.1% | +207.1% |
| All | +313.5% | +589.3% | -275.8% | +176.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling