+248.5%
ALAB vs AEM
+264.3%
-15.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.8% | +1.4% |
| 7D | -7.5% | +13.9% | -21.3% | -11.9% |
| 30D | -36.8% | +0.8% | -37.6% | -37.0% |
| 3M | -31.9% | +5.8% | -37.6% | -33.4% |
| 6M | +8.2% | -1.0% | +9.2% | +6.7% |
| YTD | +29.9% | +13.1% | +16.9% | +22.6% |
| 1Y | +24.4% | +14.4% | +10.0% | +16.9% |
| All | +248.5% | +264.3% | -15.8% | +204.5% |
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