+193.0%
ARM vs AEM
+346.4%
-153.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.8% | +1.9% | +5.0% |
| 7D | -5.3% | +17.8% | -23.2% | -11.0% |
| 30D | -30.0% | +6.2% | -36.3% | -31.6% |
| 3M | -34.1% | +12.5% | -46.6% | -37.1% |
| 6M | -12.6% | +4.4% | -17.1% | -15.4% |
| YTD | +70.4% | +19.2% | +51.2% | +58.5% |
| 1Y | +22.3% | +25.5% | -3.2% | +12.1% |
| 3Y | +261.2% | +346.4% | -85.3% | +135.1% |
| All | +193.0% | +346.4% | -153.5% | +90.2% |
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