+355.1%
AEM vs YUM
+171.3%
+183.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.4% |
| 7D | -2.1% | -6.1% | +3.9% | -0.6% |
| 30D | +8.4% | -5.8% | +14.3% | +10.1% |
| 3M | +27.3% | -7.6% | +34.9% | +29.7% |
| 6M | -9.7% | -9.1% | -0.5% | -7.6% |
| YTD | +19.0% | -5.5% | +24.5% | +20.1% |
| 1Y | +31.5% | -3.7% | +35.2% | +31.8% |
| 3Y | +338.7% | +17.8% | +320.9% | +312.4% |
| 5Y | +307.4% | +19.3% | +288.2% | +278.7% |
| All | +355.1% | +171.3% | +183.8% | +234.1% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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