+473.9%
AEM vs TMF
-69.2%
+543.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.8% | +4.8% |
| 7D | +17.8% | +0.6% | +17.2% | +17.8% |
| 30D | +6.2% | +16.3% | -10.1% | +4.4% |
| 3M | +12.5% | -2.7% | +15.2% | +12.8% |
| 6M | +4.4% | -13.2% | +17.6% | +6.0% |
| YTD | +19.2% | -16.7% | +35.9% | +21.4% |
| 1Y | +25.5% | -22.7% | +48.2% | +28.8% |
| 3Y | +346.4% | -26.1% | +372.5% | +353.4% |
| 5Y | +305.7% | -88.4% | +394.1% | +380.4% |
| 10Y | +375.9% | -81.8% | +457.7% | +425.8% |
| All | +473.9% | -69.2% | +543.0% | +645.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling