-42.3%
ARM vs AEM
+4.3%
-46.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.4% |
| 7D | -15.2% | +15.8% | -31.1% | -19.7% |
| 30D | -40.7% | +6.2% | -46.9% | -40.4% |
| All | -42.3% | +4.3% | -46.6% | -40.8% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling