+45.2%
AMZN vs AEM
+294.2%
-248.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | -2.7% | -5.0% | +2.3% | -2.2% |
| 30D | -7.5% | +8.5% | -15.9% | -8.5% |
| 3M | +5.8% | +29.3% | -23.4% | +2.4% |
| 6M | +17.5% | -12.9% | +30.5% | +18.9% |
| YTD | +9.1% | +16.8% | -7.6% | +6.2% |
| 1Y | +9.4% | +29.8% | -20.5% | +4.5% |
| 3Y | +82.2% | +336.7% | -254.5% | +39.1% |
| 5Y | +45.2% | +299.9% | -254.7% | +7.9% |
| All | +45.2% | +294.2% | -248.9% | +7.9% |
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 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