+348.2%
AEM vs Z
-37.5%
+385.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | -0.8% |
| 7D | +4.3% | -3.3% | +7.6% | +4.7% |
| 30D | +13.1% | -3.7% | +16.8% | +13.5% |
| 3M | +24.8% | -7.0% | +31.8% | +25.4% |
| 6M | -8.2% | -29.5% | +21.3% | -5.4% |
| YTD | +19.8% | -52.6% | +72.4% | +28.6% |
| 1Y | +32.1% | -64.0% | +96.1% | +45.7% |
| 3Y | +348.2% | -36.4% | +384.6% | +312.0% |
| All | +348.2% | -37.5% | +385.6% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling