+314.4%
AEM vs TXG
+21.5%
+292.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -1.9% |
| 7D | +4.3% | +9.4% | -5.0% | +3.4% |
| 30D | +13.1% | +26.1% | -13.0% | +10.5% |
| 3M | +24.8% | +124.8% | -100.0% | +15.1% |
| 6M | -8.2% | +215.2% | -223.5% | -18.1% |
| YTD | +19.8% | +302.2% | -282.4% | +4.9% |
| 1Y | +32.1% | +370.9% | -338.9% | +13.7% |
| 3Y | +348.2% | +38.5% | +309.7% | +314.0% |
| 5Y | +297.5% | -64.4% | +361.8% | +278.7% |
| All | +314.4% | +21.5% | +292.9% | +250.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling