+78.6%
AEP vs AEM
+344.0%
-265.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +0.9% | +3.0% | -2.1% | +0.6% |
| 30D | +1.5% | +12.5% | -11.0% | +0.3% |
| 3M | -1.7% | +26.9% | -28.6% | -4.1% |
| 6M | -4.0% | -9.4% | +5.4% | -3.0% |
| YTD | +10.6% | +20.3% | -9.7% | +7.4% |
| 1Y | +18.6% | +33.8% | -15.2% | +12.9% |
| All | +78.6% | +344.0% | -265.4% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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