-4.3%
AKAM vs AEM
+294.2%
-298.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.9% |
| 7D | +0.6% | -5.0% | +5.6% | +1.2% |
| 30D | -8.2% | +8.5% | -16.6% | -9.2% |
| 3M | -17.6% | +29.3% | -46.8% | -20.4% |
| 6M | +2.5% | -12.9% | +15.4% | +3.1% |
| YTD | +22.8% | +16.8% | +6.0% | +18.9% |
| 1Y | +39.6% | +29.8% | +9.7% | +32.9% |
| 3Y | +2.3% | +336.7% | -334.4% | -18.1% |
| 5Y | -4.3% | +299.9% | -304.2% | -25.8% |
| All | -4.3% | +294.2% | -298.4% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling