+348.2%
AEM vs TXT
+5.7%
+342.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +4.3% | -0.2% | +4.5% | +4.4% |
| 30D | +13.1% | -11.1% | +24.2% | +15.8% |
| 3M | +24.8% | -13.0% | +37.8% | +28.3% |
| 6M | -8.2% | -16.2% | +8.0% | -5.2% |
| YTD | +19.8% | -8.7% | +28.5% | +22.2% |
| 1Y | +32.1% | -3.8% | +35.8% | +33.9% |
| 3Y | +348.2% | +5.5% | +342.7% | +331.2% |
| All | +348.2% | +5.7% | +342.5% | +331.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling