+297.4%
AEM vs TNA
-24.1%
+321.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.4% |
| 7D | -5.0% | -7.6% | +2.5% | -3.9% |
| 30D | +8.5% | -13.6% | +22.1% | +10.9% |
| 3M | +29.3% | +2.8% | +26.4% | +28.6% |
| 6M | -12.9% | +34.5% | -47.4% | -16.5% |
| YTD | +16.8% | +41.0% | -24.3% | +11.2% |
| 1Y | +29.8% | +52.0% | -22.2% | +22.2% |
| 3Y | +336.7% | +103.5% | +233.3% | +277.3% |
| All | +297.4% | -24.1% | +321.5% | +242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 5y: compounded portfolio wealth divided by compounded TNA 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…
5y analysis · Full analysis span regression · 6 months rolling