+331.3%
AEM vs TPG
+74.1%
+257.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.7% |
| 7D | -2.1% | -9.4% | +7.3% | -1.0% |
| 30D | +8.4% | -5.3% | +13.7% | +9.1% |
| 3M | +27.3% | +12.9% | +14.4% | +25.3% |
| 6M | -9.7% | +20.1% | -29.7% | -11.7% |
| YTD | +19.0% | -22.5% | +41.4% | +21.3% |
| 1Y | +31.5% | -19.7% | +51.2% | +33.4% |
| 3Y | +338.7% | +81.2% | +257.5% | +291.6% |
| All | +331.3% | +74.1% | +257.1% | +278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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