+355.1%
AEM vs TSN
-4.9%
+360.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | -2.1% | +3.0% | -5.2% | -2.6% |
| 30D | +8.4% | -4.2% | +12.6% | +9.0% |
| 3M | +27.3% | -3.9% | +31.2% | +27.7% |
| 6M | -9.7% | -9.8% | +0.2% | -8.6% |
| YTD | +19.0% | -7.3% | +26.2% | +19.9% |
| 1Y | +31.5% | -2.2% | +33.7% | +31.3% |
| 3Y | +338.7% | +11.9% | +326.8% | +326.0% |
| 5Y | +307.4% | -16.9% | +324.4% | +309.9% |
| All | +355.1% | -4.9% | +360.0% | +337.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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