+429.3%
AEM vs USHY
+50.4%
+378.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +3.0% | -0.1% | +3.1% | +3.1% |
| 30D | +12.5% | 0.0% | +12.5% | +12.6% |
| 3M | +26.9% | +0.8% | +26.1% | +26.1% |
| 6M | -9.4% | +1.9% | -11.4% | -10.6% |
| YTD | +20.3% | +2.3% | +18.0% | +18.4% |
| 1Y | +33.8% | +4.1% | +29.6% | +29.8% |
| 3Y | +349.8% | +27.8% | +322.0% | +270.8% |
| 5Y | +301.0% | +21.5% | +279.5% | +234.1% |
| All | +429.3% | +50.4% | +378.9% | +316.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling