+283.8%
AEM vs USAR
-21.7%
+305.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.6% | +4.4% | -4.5% |
| 7D | +13.9% | -9.1% | +22.9% | +14.4% |
| 30D | +0.8% | -36.9% | +37.7% | +3.5% |
| 3M | +5.8% | -58.4% | +64.2% | +11.3% |
| 6M | -1.0% | -70.6% | +69.7% | +5.6% |
| YTD | +13.1% | -33.4% | +46.5% | +17.2% |
| 1Y | +14.4% | -54.0% | +68.5% | +19.2% |
| 3Y | +325.7% | -22.7% | +348.4% | +346.1% |
| All | +283.8% | -21.7% | +305.5% | +309.5% |
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