+346.7%
AEM vs TSEM
+1,289.9%
-943.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -2.5% |
| 7D | -5.0% | +0.9% | -6.0% | -5.2% |
| 30D | +8.5% | -16.6% | +25.1% | +10.1% |
| 3M | +29.3% | -10.9% | +40.2% | +29.4% |
| 6M | -12.9% | +78.0% | -90.9% | -18.9% |
| YTD | +16.8% | +77.2% | -60.4% | +8.5% |
| 1Y | +29.8% | +207.6% | -177.7% | +14.6% |
| 3Y | +336.7% | +637.8% | -301.1% | +253.4% |
| 5Y | +299.9% | +617.0% | -317.0% | +222.7% |
| All | +346.7% | +1,289.9% | -943.2% | +311.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling