-27.3%
AKAM vs AEM
+3,279.8%
-3,307.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.4% |
| 7D | -0.8% | +4.3% | -5.1% | -1.0% |
| 30D | -4.5% | +13.1% | -17.6% | -4.9% |
| 3M | -25.6% | +24.8% | -50.3% | -26.3% |
| 6M | +5.7% | -8.2% | +14.0% | +5.8% |
| YTD | +21.0% | +19.8% | +1.2% | +19.9% |
| 1Y | +33.9% | +32.1% | +1.8% | +32.0% |
| 3Y | +0.9% | +348.2% | -347.3% | -4.9% |
| 5Y | -6.9% | +297.5% | -304.3% | -12.2% |
| 10Y | +97.4% | +343.3% | -245.9% | +84.5% |
| All | -27.3% | +3,279.8% | -3,307.1% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling