+4,055.5%
AEM vs TRMB
+3,381.2%
+674.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.1% |
| 7D | -0.5% | -2.5% | +2.0% | -0.4% |
| 30D | +24.0% | +1.5% | +22.5% | +23.9% |
| 3M | +16.1% | +6.8% | +9.3% | +15.6% |
| 6M | -11.6% | -14.9% | +3.3% | -10.9% |
| YTD | +21.5% | -24.1% | +45.6% | +23.3% |
| 1Y | +39.2% | -25.4% | +64.6% | +41.3% |
| 3Y | +347.4% | +8.0% | +339.4% | +342.2% |
| 5Y | +290.1% | -37.3% | +327.5% | +295.2% |
| 10Y | +357.8% | +116.8% | +241.0% | +329.3% |
| All | +4,055.5% | +3,381.2% | +674.3% | +3,130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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