+31.5%
AEM vs TXT
0.0%
+31.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.0% |
| 7D | -2.1% | +2.5% | -4.6% | -3.0% |
| 30D | +8.4% | -8.9% | +17.3% | +12.2% |
| 3M | +27.3% | -13.6% | +40.8% | +34.1% |
| 6M | -9.7% | -13.1% | +3.4% | -5.5% |
| YTD | +19.0% | -7.0% | +26.0% | +21.3% |
| 1Y | +31.5% | -1.4% | +32.9% | +31.5% |
| All | +31.5% | 0.0% | +31.5% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling