+304.9%
AEM vs YUM
+19.0%
+285.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.4% |
| 7D | -2.1% | -6.1% | +3.9% | -0.5% |
| 30D | +8.4% | -5.8% | +14.3% | +10.1% |
| 3M | +27.3% | -7.6% | +34.9% | +29.8% |
| 6M | -9.7% | -9.1% | -0.5% | -7.5% |
| 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% | +304.8% |
| All | +304.9% | +19.0% | +285.9% | +256.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling