+11.7%
AMZN vs AEM
+32.6%
-20.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | +0.1% | +1.8% |
| 7D | -0.7% | -2.1% | +1.5% | -0.5% |
| 30D | -3.9% | +8.4% | -12.4% | -4.5% |
| 3M | +6.3% | +27.3% | -21.0% | +4.7% |
| 6M | +20.8% | -9.7% | +30.4% | +21.0% |
| YTD | +11.2% | +19.0% | -7.7% | +11.1% |
| 1Y | +11.7% | +31.5% | -19.8% | +12.1% |
| All | +11.7% | +32.6% | -20.9% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling