+444.3%
AEM vs TMF
-70.3%
+514.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.9% | -1.3% | -4.7% |
| 7D | +13.9% | -1.1% | +14.9% | +14.0% |
| 30D | +0.8% | +11.8% | -11.1% | -0.5% |
| 3M | +5.8% | -4.0% | +9.8% | +6.2% |
| 6M | -1.0% | -16.5% | +15.6% | +1.0% |
| YTD | +13.1% | -19.9% | +33.0% | +15.7% |
| 1Y | +14.4% | -25.6% | +40.0% | +18.0% |
| 3Y | +325.7% | -29.9% | +355.6% | +335.0% |
| 5Y | +273.7% | -88.2% | +362.0% | +342.5% |
| 10Y | +390.1% | -81.7% | +471.8% | +442.6% |
| All | +444.3% | -70.3% | +514.7% | +610.0% |
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