+3,255.3%
AEM vs TXT
+2,259.2%
+996.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.3% |
| 7D | +1.4% | -0.8% | +2.2% | +1.4% |
| 30D | -1.2% | +13.4% | -14.6% | -2.4% |
| 3M | +2.5% | -2.5% | +5.1% | +2.6% |
| 6M | -5.1% | -6.2% | +1.1% | -4.6% |
| YTD | +10.4% | -1.3% | +11.7% | +10.3% |
| 1Y | +11.8% | +4.3% | +7.4% | +11.2% |
| 3Y | +315.6% | +13.2% | +302.4% | +308.3% |
| 5Y | +266.3% | +12.4% | +253.9% | +258.0% |
| 10Y | +427.4% | +94.8% | +332.6% | +377.0% |
| All | +3,255.3% | +2,259.2% | +996.1% | +3,508.5% |
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 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