+3,119.1%
AEM vs TXT
+2,214.4%
+904.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.9% |
| 7D | -5.6% | -1.1% | -4.6% | -5.5% |
| 30D | -3.9% | +13.3% | -17.1% | -5.1% |
| 3M | -3.4% | -5.1% | +1.7% | -3.1% |
| 6M | -9.0% | -7.1% | -1.9% | -8.5% |
| YTD | +5.9% | -3.2% | +9.1% | +6.0% |
| 1Y | +4.0% | +2.3% | +1.7% | +3.6% |
| 3Y | +298.8% | +11.1% | +287.7% | +292.4% |
| 5Y | +250.7% | +10.0% | +240.7% | +243.5% |
| 10Y | +405.9% | +91.1% | +314.9% | +358.4% |
| All | +3,119.1% | +2,214.4% | +904.6% | +3,368.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling