+100.6%
AMT vs AEM
+369.2%
-268.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.0% |
| 7D | -2.7% | -5.0% | +2.4% | -2.0% |
| 30D | +2.0% | +8.5% | -6.4% | +0.8% |
| 3M | -9.3% | +29.3% | -38.6% | -12.8% |
| 6M | -5.2% | -12.9% | +7.7% | -4.0% |
| YTD | +0.5% | +16.8% | -16.3% | -3.0% |
| 1Y | -7.3% | +29.8% | -37.1% | -12.3% |
| 3Y | +6.2% | +336.7% | -330.5% | -17.5% |
| 5Y | -31.2% | +299.9% | -331.1% | -46.8% |
| All | +100.6% | +369.2% | -268.7% | +52.6% |
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