-9.4%
AEM vs TRI
-10.6%
+1.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +0.1% |
| 7D | +3.0% | -8.4% | +11.4% | +1.7% |
| 30D | +12.5% | -6.5% | +19.0% | +11.4% |
| 3M | +26.9% | +18.6% | +8.4% | +32.0% |
| 6M | -9.4% | -10.4% | +1.0% | -9.3% |
| All | -9.4% | -10.6% | +1.2% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 6mo: compounded portfolio wealth divided by compounded TRI 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…
6mo analysis · Full analysis span regression · 6 months rolling