+101.1%
AKAM vs AEM
+378.0%
-276.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | +1.5% | -2.1% | +3.6% | +1.7% |
| 30D | -13.0% | +8.4% | -21.5% | -13.7% |
| 3M | -19.4% | +27.3% | -46.7% | -21.1% |
| 6M | +0.3% | -9.7% | +10.0% | +0.5% |
| YTD | +22.4% | +19.0% | +3.4% | +19.8% |
| 1Y | +34.8% | +31.5% | +3.4% | +30.7% |
| 3Y | +1.9% | +338.7% | -336.8% | -10.3% |
| 5Y | -4.6% | +307.4% | -312.0% | -16.5% |
| All | +101.1% | +378.0% | -276.8% | +76.9% |
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