+2,770.9%
AVGO vs AEM
+378.0%
+2,393.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | +0.1% |
| 7D | +1.1% | -2.1% | +3.3% | +1.4% |
| 30D | -13.0% | +8.4% | -21.4% | -14.3% |
| 3M | -6.0% | +27.3% | -33.3% | -9.8% |
| 6M | +6.4% | -9.7% | +16.0% | +7.0% |
| YTD | +5.0% | +19.0% | -14.0% | +1.0% |
| 1Y | +1.4% | +31.5% | -30.1% | -4.0% |
| 3Y | +336.8% | +338.7% | -1.9% | +252.0% |
| 5Y | +698.2% | +307.4% | +390.8% | +537.6% |
| All | +2,770.9% | +378.0% | +2,393.0% | +2,151.7% |
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