+3,555.0%
AEM vs TROW
+14,176.2%
-10,621.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +3.0% | -1.5% | +4.5% | +3.1% |
| 30D | +12.5% | -5.3% | +17.8% | +13.0% |
| 3M | +26.9% | +2.9% | +24.0% | +26.6% |
| 6M | -9.4% | +22.2% | -31.7% | -10.8% |
| YTD | +20.3% | +8.1% | +12.2% | +19.5% |
| 1Y | +33.8% | +5.8% | +28.0% | +33.1% |
| 3Y | +349.8% | +14.0% | +335.8% | +342.9% |
| 5Y | +301.0% | -38.3% | +339.3% | +308.7% |
| 10Y | +376.1% | +131.7% | +244.4% | +337.8% |
| All | +3,555.0% | +14,176.2% | -10,621.2% | +3,685.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling