+358.7%
ALAB vs AEM
+276.2%
+82.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -4.4% |
| 7D | +0.6% | -5.0% | +5.6% | +2.3% |
| 30D | -8.8% | +8.5% | -17.3% | -11.6% |
| 3M | -14.0% | +29.3% | -43.3% | -22.2% |
| 6M | +144.3% | -12.9% | +157.2% | +149.8% |
| YTD | +71.0% | +16.8% | +54.3% | +59.7% |
| 1Y | +23.5% | +29.8% | -6.3% | +11.4% |
| All | +358.7% | +276.2% | +82.5% | +296.6% |
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