+348.2%
AEM vs USAR
+73.6%
+274.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +4.3% | +2.3% | +2.0% | +4.2% |
| 30D | +13.1% | -8.6% | +21.8% | +13.6% |
| 3M | +24.8% | -20.5% | +45.3% | +25.9% |
| 6M | -8.2% | +1.2% | -9.4% | -8.6% |
| YTD | +19.8% | +48.4% | -28.6% | +18.4% |
| 1Y | +32.1% | +30.6% | +1.4% | +31.2% |
| 3Y | +348.2% | +73.6% | +274.5% | +330.0% |
| All | +348.2% | +73.6% | +274.5% | +330.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling