+330.6%
AEM vs TXG
+39.1%
+291.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.6% | -2.7% |
| 7D | -5.0% | +5.0% | -10.0% | -5.7% |
| 30D | +8.5% | +13.5% | -5.1% | +6.7% |
| 3M | +29.3% | +128.0% | -98.8% | +17.0% |
| 6M | -12.9% | +224.4% | -237.4% | -24.3% |
| YTD | +16.8% | +307.0% | -290.2% | -0.3% |
| 1Y | +29.8% | +427.2% | -397.4% | +8.6% |
| All | +330.6% | +39.1% | +291.5% | +310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling