+356.7%
AEM vs TMF
-41.6%
+398.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -0.5% | -1.4% | +0.9% | -0.3% |
| 30D | +24.0% | -2.8% | +26.8% | +24.5% |
| 3M | +16.1% | -10.9% | +27.0% | +17.8% |
| 6M | -11.6% | -21.3% | +9.7% | -9.1% |
| YTD | +21.5% | -15.9% | +37.4% | +24.1% |
| 1Y | +39.2% | -15.7% | +54.9% | +41.8% |
| All | +356.7% | -41.6% | +398.4% | +380.8% |
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