+343.5%
AEM vs USFR
+14.0%
+329.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +12.5% | +0.3% | +12.2% | +12.0% |
| 3M | +26.9% | +1.0% | +26.0% | +25.0% |
| 6M | -9.4% | +1.9% | -11.4% | -13.5% |
| YTD | +20.3% | +2.7% | +17.6% | +11.7% |
| 1Y | +33.8% | +4.0% | +29.8% | +18.4% |
| All | +343.5% | +14.0% | +329.5% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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