+3,847.4%
ANET vs AEM
+378.0%
+3,469.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +5.3% |
| 7D | +3.0% | -2.1% | +5.1% | +3.3% |
| 30D | -5.2% | +8.4% | -13.6% | -6.5% |
| 3M | +27.6% | +27.3% | +0.3% | +22.6% |
| 6M | +44.4% | -9.7% | +54.0% | +45.3% |
| YTD | +52.3% | +19.0% | +33.4% | +47.1% |
| 1Y | +30.4% | +31.5% | -1.1% | +24.1% |
| 3Y | +313.3% | +338.7% | -25.4% | +234.2% |
| 5Y | +810.0% | +307.4% | +502.6% | +628.3% |
| All | +3,847.4% | +378.0% | +3,469.4% | +2,966.7% |
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 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