+249.0%
AEM vs Z
-53.4%
+302.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.4% | -0.4% |
| 7D | -6.8% | +0.8% | -7.7% | -6.9% |
| 30D | +0.8% | +5.2% | -4.4% | -0.1% |
| 3M | -0.8% | -17.0% | +16.2% | +0.9% |
| 6M | -8.5% | -22.7% | +14.1% | -6.4% |
| YTD | +5.9% | -56.3% | +62.3% | +15.5% |
| 1Y | +6.6% | -57.7% | +64.3% | +16.6% |
| 3Y | +302.2% | -16.5% | +318.7% | +288.4% |
| All | +249.0% | -53.4% | +302.4% | +237.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling