+56.1%
B vs AEM
+31.8%
+24.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | +1.0% | +3.0% | -2.0% | -1.5% |
| 30D | +9.5% | +12.5% | -3.0% | -1.6% |
| 3M | +14.3% | +26.9% | -12.6% | -7.9% |
| 6M | -1.9% | -9.4% | +7.6% | +6.4% |
| YTD | +4.1% | +20.3% | -16.2% | -12.6% |
| 1Y | +56.1% | +33.8% | +22.3% | +18.8% |
| All | +56.1% | +31.8% | +24.3% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling