+39.2%
AEM vs TSEM
+259.4%
-220.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.0% | -2.1% |
| 7D | -0.5% | +6.9% | -7.4% | -1.3% |
| 30D | +24.0% | +5.3% | +18.7% | +22.9% |
| 3M | +16.1% | -14.9% | +31.0% | +16.7% |
| 6M | -11.6% | +80.0% | -91.6% | -20.9% |
| YTD | +21.5% | +89.4% | -67.8% | +6.6% |
| 1Y | +39.2% | +253.1% | -213.9% | +8.6% |
| All | +39.2% | +259.4% | -220.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling