+309.9%
AEM vs TMF
-25.3%
+335.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +15.8% | +1.2% | +14.6% | +15.7% |
| 30D | +6.2% | +19.7% | -13.5% | +3.2% |
| 3M | +14.3% | -2.1% | +16.4% | +14.6% |
| 6M | +1.4% | -13.4% | +14.8% | +3.1% |
| YTD | +13.7% | -16.7% | +30.5% | +16.1% |
| 1Y | +21.3% | -23.3% | +44.7% | +24.9% |
| 3Y | +309.9% | -24.8% | +334.7% | +331.7% |
| All | +309.9% | -25.3% | +335.2% | +331.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling