+258.4%
AEM vs VRSK
+585.1%
-326.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.7% |
| 7D | -5.0% | -7.7% | +2.7% | -3.9% |
| 30D | +8.5% | -2.8% | +11.3% | +8.9% |
| 3M | +29.3% | -3.7% | +33.0% | +29.3% |
| 6M | -12.9% | -12.8% | -0.2% | -11.7% |
| YTD | +16.8% | -21.0% | +37.7% | +20.4% |
| 1Y | +29.8% | -32.5% | +62.3% | +37.8% |
| 3Y | +336.7% | -26.5% | +363.3% | +351.7% |
| 5Y | +299.9% | -11.5% | +311.4% | +292.4% |
| 10Y | +362.2% | +125.7% | +236.5% | +291.3% |
| All | +258.4% | +585.1% | -326.7% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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