+304.9%
AEM vs TRU
-35.6%
+340.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | -2.1% | -2.7% | +0.6% | -1.8% |
| 30D | +8.4% | -2.0% | +10.5% | +8.8% |
| 3M | +27.3% | +18.4% | +8.8% | +24.0% |
| 6M | -9.7% | +8.9% | -18.5% | -11.1% |
| YTD | +19.0% | -8.9% | +27.9% | +19.4% |
| 1Y | +31.5% | -15.9% | +47.4% | +33.2% |
| 3Y | +338.7% | -1.1% | +339.8% | +319.2% |
| All | +304.9% | -35.6% | +340.4% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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