+3,555.0%
AEM vs UL
+2,587.5%
+967.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.9% |
| 7D | +3.0% | -3.2% | +6.2% | +4.0% |
| 30D | +12.5% | -0.6% | +13.1% | +12.7% |
| 3M | +26.9% | +9.4% | +17.5% | +22.9% |
| 6M | -9.4% | -4.1% | -5.3% | -8.8% |
| YTD | +20.3% | -2.0% | +22.2% | +20.1% |
| 1Y | +33.8% | -9.0% | +42.8% | +36.5% |
| 3Y | +349.8% | +21.8% | +328.0% | +318.9% |
| 5Y | +301.0% | +20.6% | +280.4% | +271.4% |
| 10Y | +376.1% | +67.7% | +308.3% | +291.7% |
| All | +3,555.0% | +2,587.5% | +967.5% | +2,148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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