+4,605.8%
AEM vs TPR
+7,380.8%
-2,775.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | -2.3% | +1.8% | -0.3% |
| 30D | +24.0% | -23.0% | +47.0% | +26.5% |
| 3M | +16.1% | -12.5% | +28.6% | +17.2% |
| 6M | -11.6% | -21.4% | +9.8% | -10.0% |
| YTD | +21.5% | -3.5% | +25.1% | +21.7% |
| 1Y | +39.2% | +17.4% | +21.8% | +37.2% |
| 3Y | +347.4% | +291.3% | +56.2% | +299.3% |
| 5Y | +290.1% | +241.9% | +48.2% | +247.2% |
| 10Y | +357.8% | +322.7% | +35.1% | +284.1% |
| All | +4,605.8% | +7,380.8% | -2,775.0% | +3,497.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling