+301.0%
AEM vs TPR
+253.5%
+47.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +15.8% | +14.2% | +1.6% | +13.7% |
| 30D | +6.2% | +17.1% | -10.9% | +3.8% |
| 3M | +14.3% | -17.7% | +32.1% | +17.1% |
| 6M | +1.4% | -10.2% | +11.6% | +2.4% |
| YTD | +13.7% | +4.9% | +8.8% | +12.8% |
| 1Y | +21.3% | +36.1% | -14.8% | +17.1% |
| 3Y | +309.9% | +416.5% | -106.6% | +237.9% |
| All | +301.0% | +253.5% | +47.4% | +220.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling