+259.5%
AEM vs USAR
-20.3%
+279.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.9% |
| 7D | -5.6% | +8.8% | -14.4% | -6.2% |
| 30D | -3.9% | -28.5% | +24.6% | -2.0% |
| 3M | -3.4% | -56.2% | +52.7% | +1.3% |
| 6M | -9.0% | -68.4% | +59.4% | -3.4% |
| YTD | +5.9% | -32.2% | +38.1% | +9.6% |
| 1Y | +4.0% | -52.3% | +56.3% | +8.1% |
| 3Y | +298.8% | -21.2% | +320.0% | +317.3% |
| All | +259.5% | -20.3% | +279.8% | +283.1% |
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