+602.4%
AEM vs USFR
+28.6%
+573.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -6.8% | +0.1% | -6.9% | -6.9% |
| 30D | +0.8% | +0.4% | +0.5% | +0.7% |
| 3M | -0.8% | +1.1% | -1.9% | -1.2% |
| 6M | -8.5% | +2.0% | -10.5% | -9.2% |
| YTD | +5.9% | +3.5% | +2.5% | +4.6% |
| 1Y | +6.6% | +4.1% | +2.5% | +5.0% |
| 3Y | +302.2% | +14.4% | +287.8% | +283.5% |
| 5Y | +250.8% | +21.4% | +229.4% | +227.9% |
| 10Y | +406.1% | +28.6% | +377.5% | +366.7% |
| All | +602.4% | +28.6% | +573.7% | +545.9% |
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