+304.9%
AEM vs TROW
-39.3%
+344.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.1% |
| 7D | -2.1% | -3.2% | +1.0% | -1.5% |
| 30D | +8.4% | -4.6% | +13.0% | +9.6% |
| 3M | +27.3% | -0.7% | +27.9% | +27.4% |
| 6M | -9.7% | +22.2% | -31.9% | -13.2% |
| YTD | +19.0% | +6.6% | +12.3% | +17.0% |
| 1Y | +31.5% | +5.8% | +25.7% | +29.4% |
| 3Y | +338.7% | +11.6% | +327.1% | +321.6% |
| All | +304.9% | -39.3% | +344.2% | +263.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 5y: compounded portfolio wealth divided by compounded TROW 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…
5y analysis · Full analysis span regression · 6 months rolling