+408.7%
AEM vs TMF
-82.1%
+490.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -6.8% | -9.3% | +2.4% | -5.3% |
| 30D | +0.8% | +1.9% | -1.1% | +0.5% |
| 3M | -0.8% | -11.2% | +10.4% | +1.1% |
| 6M | -8.5% | -17.7% | +9.2% | -5.7% |
| YTD | +5.9% | -24.5% | +30.4% | +10.6% |
| 1Y | +6.6% | -29.4% | +36.0% | +12.4% |
| 3Y | +302.2% | -33.4% | +335.6% | +317.3% |
| 5Y | +250.8% | -88.7% | +339.5% | +362.9% |
| All | +408.7% | -82.1% | +490.8% | +389.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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