+301.0%
AEM vs Z
-65.8%
+366.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | +3.0% | -7.1% | +10.1% | +3.8% |
| 30D | +12.5% | -4.8% | +17.3% | +13.0% |
| 3M | +26.9% | -9.3% | +36.3% | +27.9% |
| 6M | -9.4% | -29.0% | +19.5% | -6.6% |
| YTD | +20.3% | -52.9% | +73.2% | +29.3% |
| 1Y | +33.8% | -63.1% | +96.9% | +47.4% |
| 3Y | +349.8% | -36.9% | +386.7% | +353.3% |
| 5Y | +301.0% | -65.5% | +366.5% | +282.5% |
| All | +301.0% | -65.8% | +366.8% | +282.5% |
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