+1,075.5%
AEM vs Z
+25.1%
+1,050.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -1.0% |
| 7D | -0.5% | -3.0% | +2.5% | -0.2% |
| 30D | +24.0% | -4.2% | +28.2% | +24.4% |
| 3M | +16.1% | -3.7% | +19.8% | +16.2% |
| 6M | -11.6% | -24.5% | +12.9% | -9.8% |
| YTD | +21.5% | -49.3% | +70.8% | +28.2% |
| 1Y | +39.2% | -58.7% | +97.9% | +49.2% |
| 3Y | +347.4% | -34.1% | +381.6% | +351.2% |
| 5Y | +290.1% | -64.5% | +354.7% | +299.0% |
| 10Y | +357.8% | -0.5% | +358.3% | +321.9% |
| All | +1,075.5% | +25.1% | +1,050.4% | +1,027.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling