+423.5%
AEM vs USHY
+49.7%
+373.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | -2.1% | -0.7% | -1.5% | -1.5% |
| 30D | +8.4% | -0.7% | +9.1% | +9.2% |
| 3M | +27.3% | +0.1% | +27.2% | +27.3% |
| 6M | -9.7% | +1.8% | -11.4% | -10.7% |
| YTD | +19.0% | +1.8% | +17.2% | +17.6% |
| 1Y | +31.5% | +3.3% | +28.2% | +28.5% |
| 3Y | +338.7% | +27.0% | +311.7% | +263.7% |
| 5Y | +307.4% | +21.0% | +286.4% | +240.8% |
| All | +423.5% | +49.7% | +373.8% | +313.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling