+376.1%
AEM vs TMF
-86.2%
+462.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.6% |
| 7D | +3.0% | -0.9% | +3.9% | +3.2% |
| 30D | +12.5% | -1.0% | +13.5% | +12.7% |
| 3M | +26.9% | -11.3% | +38.2% | +29.3% |
| 6M | -9.4% | -22.7% | +13.3% | -5.6% |
| YTD | +20.3% | -17.3% | +37.6% | +23.9% |
| 1Y | +33.8% | -22.5% | +56.3% | +38.9% |
| 3Y | +349.8% | -43.2% | +393.0% | +377.4% |
| 5Y | +301.0% | -88.3% | +389.3% | +431.4% |
| 10Y | +376.1% | -86.0% | +462.1% | +443.1% |
| All | +376.1% | -86.2% | +462.3% | +443.1% |
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