+18.7%
AEM vs USAR
-49.3%
+68.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -5.9% | +15.5% | +10.7% |
| 7D | +0.2% | -21.8% | +21.9% | +4.7% |
| 30D | +0.1% | -39.9% | +40.0% | +9.3% |
| 3M | +22.1% | -52.5% | +74.6% | +38.5% |
| 6M | +2.4% | -67.9% | +70.4% | +22.5% |
| YTD | +8.9% | -31.1% | +40.0% | +15.2% |
| 1Y | +18.7% | -49.8% | +68.5% | +30.4% |
| All | +18.7% | -49.3% | +68.0% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling