+641.7%
AMZN vs AEM
+412.5%
+229.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.8% | -6.8% | +9.7% | +3.6% |
| 30D | +5.0% | +0.8% | +4.1% | +4.8% |
| 3M | +0.6% | -0.8% | +1.4% | +0.4% |
| 6M | -1.3% | -8.5% | +7.2% | -0.8% |
| YTD | +15.5% | +5.9% | +9.6% | +13.7% |
| 1Y | +12.2% | +6.6% | +5.6% | +10.4% |
| 3Y | +87.0% | +302.2% | -215.2% | +54.7% |
| 5Y | +51.3% | +250.8% | -199.5% | +25.1% |
| All | +641.7% | +412.5% | +229.2% | +508.2% |
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