+732.0%
AEM vs TRU
+226.0%
+506.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | +3.0% | -6.5% | +9.5% | +3.8% |
| 30D | +12.5% | -2.5% | +15.0% | +12.9% |
| 3M | +26.9% | +10.4% | +16.6% | +25.1% |
| 6M | -9.4% | +1.6% | -11.1% | -10.0% |
| YTD | +20.3% | -9.7% | +30.0% | +20.8% |
| 1Y | +33.8% | -17.3% | +51.0% | +35.6% |
| 3Y | +349.8% | -1.8% | +351.6% | +334.4% |
| 5Y | +301.0% | -36.2% | +337.2% | +295.3% |
| 10Y | +376.1% | +143.2% | +232.8% | +326.5% |
| All | +732.0% | +226.0% | +506.0% | +649.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling