+308.2%
AEM vs USAR
+68.6%
+239.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.6% |
| 7D | +3.0% | -4.4% | +7.4% | +3.3% |
| 30D | +12.5% | -10.4% | +22.9% | +13.1% |
| 3M | +26.9% | -18.4% | +45.3% | +27.9% |
| 6M | -9.4% | -8.8% | -0.6% | -9.4% |
| YTD | +20.3% | +43.4% | -23.1% | +19.1% |
| 1Y | +33.8% | +21.0% | +12.8% | +33.2% |
| 3Y | +349.8% | +67.7% | +282.1% | +355.0% |
| All | +308.2% | +68.6% | +239.6% | +316.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling