+174.6%
ARM vs AEM
+325.9%
-151.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.3% |
| 7D | -15.2% | +15.8% | -31.1% | -20.0% |
| 30D | -40.7% | +6.2% | -46.9% | -42.1% |
| 3M | -39.1% | +14.3% | -53.4% | -42.3% |
| 6M | -26.4% | +1.4% | -27.8% | -28.0% |
| YTD | +59.7% | +13.7% | +46.0% | +50.9% |
| 1Y | +10.3% | +21.3% | -11.0% | +2.4% |
| 3Y | +228.9% | +309.9% | -81.0% | +117.0% |
| All | +174.6% | +325.9% | -151.3% | +81.2% |
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