+259.6%
AEM vs USAR
-19.4%
+278.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -6.8% | -0.8% | -6.1% | -6.8% |
| 30D | +0.8% | -20.9% | +21.7% | +2.2% |
| 3M | -0.8% | -56.2% | +55.3% | +4.0% |
| 6M | -8.5% | -67.9% | +59.4% | -2.9% |
| YTD | +5.9% | -31.4% | +37.4% | +9.6% |
| 1Y | +6.6% | -45.1% | +51.7% | +10.6% |
| 3Y | +302.2% | -20.3% | +322.5% | +320.6% |
| All | +259.6% | -19.4% | +278.9% | +282.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling