+211.9%
B vs AEM
+349.9%
-138.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | +1.0% | +3.0% | -2.0% | -1.3% |
| 30D | +9.5% | +12.5% | -3.0% | -0.6% |
| 3M | +14.3% | +26.9% | -12.6% | -5.8% |
| 6M | -1.9% | -9.4% | +7.6% | +5.7% |
| YTD | +4.1% | +20.3% | -16.2% | -10.5% |
| 1Y | +56.1% | +33.8% | +22.3% | +23.7% |
| 3Y | +202.0% | +349.8% | -147.8% | -6.3% |
| 5Y | +158.8% | +301.0% | -142.2% | -14.5% |
| 10Y | +211.9% | +376.1% | -164.2% | -13.5% |
| All | +211.9% | +349.9% | -138.0% | -13.5% |
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