+3,594.0%
AEM vs TXT
+2,070.1%
+1,523.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.5% | -4.8% | +4.3% | -0.1% |
| 30D | +24.0% | -10.6% | +34.6% | +25.3% |
| 3M | +16.1% | -13.2% | +29.3% | +17.6% |
| 6M | -11.6% | -20.3% | +8.7% | -9.8% |
| YTD | +21.5% | -9.3% | +30.8% | +22.5% |
| 1Y | +39.2% | -2.7% | +41.9% | +39.4% |
| 3Y | +347.4% | +1.4% | +346.1% | +344.4% |
| 5Y | +290.1% | +9.6% | +280.6% | +282.7% |
| 10Y | +357.8% | +94.9% | +262.9% | +314.0% |
| All | +3,594.0% | +2,070.1% | +1,523.9% | +3,907.6% |
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