+304.9%
AEM vs USFR
+20.6%
+284.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | +8.4% | +0.4% | +8.1% | +8.2% |
| 3M | +27.3% | +1.0% | +26.2% | +26.7% |
| 6M | -9.7% | +2.0% | -11.6% | -11.1% |
| YTD | +19.0% | +2.8% | +16.2% | +15.5% |
| 1Y | +31.5% | +4.1% | +27.4% | +25.2% |
| 3Y | +338.7% | +14.1% | +324.6% | +313.0% |
| All | +304.9% | +20.6% | +284.3% | +281.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling