-30.9%
AMT vs AEM
+296.4%
-327.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | +1.5% | +3.0% | -1.6% | +1.0% |
| 30D | +3.7% | +12.5% | -8.8% | +1.7% |
| 3M | -7.2% | +26.9% | -34.1% | -11.0% |
| 6M | -4.2% | -9.4% | +5.3% | -3.0% |
| YTD | +1.9% | +20.3% | -18.4% | -2.9% |
| 1Y | -6.4% | +33.8% | -40.2% | -13.3% |
| 3Y | +7.7% | +349.8% | -342.1% | -25.1% |
| 5Y | -30.9% | +301.0% | -331.9% | -52.7% |
| All | -30.9% | +296.4% | -327.3% | -52.7% |
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