+210.0%
AEM vs TRGP
+2,265.4%
-2,055.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | +4.3% | -0.6% | +4.9% | +4.4% |
| 30D | +13.1% | +14.6% | -1.4% | +11.4% |
| 3M | +24.8% | +11.9% | +12.8% | +22.9% |
| 6M | -8.2% | +25.3% | -33.5% | -10.9% |
| YTD | +19.8% | +61.9% | -42.0% | +13.0% |
| 1Y | +32.1% | +87.3% | -55.2% | +22.3% |
| 3Y | +348.2% | +268.0% | +80.2% | +282.1% |
| 5Y | +297.5% | +638.2% | -340.8% | +214.7% |
| 10Y | +343.3% | +821.9% | -478.6% | +212.7% |
| All | +210.0% | +2,265.4% | -2,055.4% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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