+400.4%
ALAB vs AEM
+291.6%
+108.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.2% | +10.9% | +10.1% |
| 7D | +7.2% | -0.5% | +7.7% | +7.4% |
| 30D | -2.5% | +24.0% | -26.5% | -9.9% |
| 3M | -13.3% | +16.1% | -29.4% | -18.6% |
| 6M | +172.8% | -11.6% | +184.4% | +177.2% |
| YTD | +86.6% | +21.5% | +65.0% | +71.9% |
| 1Y | +65.2% | +39.2% | +26.0% | +45.9% |
| All | +400.4% | +291.6% | +108.8% | +326.9% |
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