+1,743.8%
AEM vs TRI
+507.2%
+1,236.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +0.9% |
| 7D | +3.0% | -8.4% | +11.4% | +5.4% |
| 30D | +12.5% | -6.5% | +19.0% | +14.3% |
| 3M | +26.9% | +18.6% | +8.4% | +18.6% |
| 6M | -9.4% | -10.4% | +1.0% | -9.1% |
| YTD | +20.3% | -23.7% | +44.0% | +25.4% |
| 1Y | +33.8% | -42.5% | +76.2% | +53.1% |
| 3Y | +349.8% | -19.3% | +369.1% | +353.4% |
| 5Y | +301.0% | -9.7% | +310.7% | +284.8% |
| 10Y | +376.1% | +194.4% | +181.6% | +191.0% |
| All | +1,743.8% | +507.2% | +1,236.7% | +771.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling