+2.3%
AKAM vs AEM
+331.1%
-328.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -3.0% |
| 7D | +0.6% | -5.0% | +5.6% | +1.1% |
| 30D | -8.2% | +8.5% | -16.6% | -9.0% |
| 3M | -17.6% | +29.3% | -46.8% | -20.1% |
| 6M | +2.5% | -12.9% | +15.4% | +2.5% |
| YTD | +22.8% | +16.8% | +6.0% | +19.2% |
| 1Y | +39.6% | +29.8% | +9.7% | +33.4% |
| All | +2.3% | +331.1% | -328.8% | -14.7% |
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