+355.1%
AEM vs ZBRA
+435.2%
-80.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | 0.0% | +1.7% |
| 7D | -2.1% | -3.4% | +1.3% | -1.9% |
| 30D | +8.4% | -7.4% | +15.8% | +9.0% |
| 3M | +27.3% | +57.5% | -30.2% | +23.3% |
| 6M | -9.7% | +64.0% | -73.6% | -12.8% |
| YTD | +19.0% | +44.3% | -25.3% | +15.4% |
| 1Y | +31.5% | +10.9% | +20.6% | +29.5% |
| 3Y | +338.7% | +37.5% | +301.2% | +320.8% |
| 5Y | +307.4% | -39.7% | +347.1% | +297.1% |
| All | +355.1% | +435.2% | -80.2% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling