+343.5%
AEM vs ZM
+34.4%
+309.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +3.0% | +0.3% | +2.7% | +3.0% |
| 30D | +12.5% | -10.3% | +22.8% | +12.8% |
| 3M | +26.9% | -0.7% | +27.6% | +27.1% |
| 6M | -9.4% | +24.8% | -34.3% | -10.7% |
| YTD | +20.3% | +11.5% | +8.8% | +19.4% |
| 1Y | +33.8% | +12.3% | +21.4% | +32.7% |
| All | +343.5% | +34.4% | +309.2% | +326.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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