+915.2%
AEM vs TNA
+944.8%
-29.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.9% |
| 7D | +3.0% | -3.6% | +6.6% | +3.4% |
| 30D | +12.5% | -10.1% | +22.5% | +13.9% |
| 3M | +26.9% | +2.7% | +24.2% | +26.5% |
| 6M | -9.4% | +38.4% | -47.9% | -12.9% |
| YTD | +20.3% | +45.4% | -25.2% | +14.9% |
| 1Y | +33.8% | +55.9% | -22.2% | +26.4% |
| 3Y | +349.8% | +109.8% | +240.0% | +293.7% |
| 5Y | +301.0% | -22.5% | +323.5% | +271.8% |
| 10Y | +376.1% | +87.5% | +288.5% | +240.9% |
| All | +915.2% | +944.8% | -29.5% | +313.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling