+303.7%
AEM vs USAR
+53.8%
+250.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.0% |
| 7D | -2.1% | -11.6% | +9.5% | -1.4% |
| 30D | +8.4% | -15.5% | +23.9% | +9.4% |
| 3M | +27.3% | -31.0% | +58.3% | +29.5% |
| 6M | -9.7% | -26.2% | +16.6% | -8.7% |
| YTD | +19.0% | +30.8% | -11.8% | +18.4% |
| 1Y | +31.5% | +7.1% | +24.4% | +31.6% |
| 3Y | +338.7% | +53.0% | +285.7% | +346.2% |
| All | +303.7% | +53.8% | +250.0% | +313.9% |
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