+354.0%
AEM vs TPR
+391.0%
-37.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +15.8% | +14.2% | +1.6% | +14.7% |
| 30D | +6.2% | +17.1% | -10.9% | +5.0% |
| 3M | +14.3% | -17.7% | +32.1% | +15.7% |
| 6M | +1.4% | -10.2% | +11.6% | +1.9% |
| YTD | +13.7% | +4.9% | +8.8% | +13.3% |
| 1Y | +21.3% | +36.1% | -14.8% | +19.2% |
| 3Y | +309.9% | +416.5% | -106.6% | +277.0% |
| 5Y | +301.0% | +254.8% | +46.2% | +270.6% |
| All | +354.0% | +391.0% | -37.0% | +301.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling