+14.1%
AGG vs AEM
+378.0%
-363.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.1% |
| 7D | -1.1% | -2.1% | +1.1% | -1.0% |
| 30D | -1.1% | +8.4% | -9.6% | -1.5% |
| 3M | -1.9% | +27.3% | -29.2% | -3.0% |
| 6M | -1.7% | -9.7% | +7.9% | -1.5% |
| YTD | -1.3% | +19.0% | -20.3% | -2.4% |
| 1Y | -0.7% | +31.5% | -32.2% | -2.4% |
| 3Y | +12.5% | +338.7% | -326.2% | +4.1% |
| 5Y | -2.5% | +307.4% | -309.9% | -10.0% |
| All | +14.1% | +378.0% | -363.8% | +3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling