+356.7%
AEM vs TPR
+308.4%
+48.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | -2.3% | +1.8% | -0.1% |
| 30D | +24.0% | -23.0% | +47.0% | +29.7% |
| 3M | +16.1% | -12.5% | +28.6% | +18.5% |
| 6M | -11.6% | -21.4% | +9.8% | -8.4% |
| YTD | +21.5% | -3.5% | +25.1% | +22.5% |
| 1Y | +39.2% | +17.4% | +21.8% | +36.3% |
| All | +356.7% | +308.4% | +48.4% | +230.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling