+1,950.2%
AEM vs TSEM
+10.0%
+1,940.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.4% |
| 7D | +4.3% | +10.4% | -6.1% | +3.8% |
| 30D | +13.1% | -12.9% | +26.1% | +13.8% |
| 3M | +24.8% | -9.2% | +34.0% | +24.8% |
| 6M | -8.2% | +98.8% | -107.0% | -12.2% |
| YTD | +19.8% | +87.2% | -67.4% | +14.9% |
| 1Y | +32.1% | +239.0% | -206.9% | +22.9% |
| 3Y | +348.2% | +679.5% | -331.3% | +298.0% |
| 5Y | +297.5% | +667.3% | -369.8% | +251.4% |
| 10Y | +343.3% | +1,301.0% | -957.7% | +276.3% |
| All | +1,950.2% | +10.0% | +1,940.2% | +1,403.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling