+694.4%
AEM vs USFR
+27.6%
+666.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | +4.3% | +0.1% | +4.3% | +4.3% |
| 30D | +13.1% | +0.3% | +12.8% | +13.0% |
| 3M | +24.8% | +1.0% | +23.8% | +24.3% |
| 6M | -8.2% | +1.9% | -10.2% | -8.9% |
| YTD | +19.8% | +2.7% | +17.2% | +18.6% |
| 1Y | +32.1% | +4.0% | +28.0% | +30.0% |
| 3Y | +348.2% | +14.0% | +334.2% | +327.8% |
| 5Y | +297.5% | +20.4% | +277.1% | +272.6% |
| 10Y | +343.3% | +28.1% | +315.2% | +309.8% |
| All | +694.4% | +27.6% | +666.8% | +632.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling