+153.8%
B vs AEM
+297.7%
-143.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -0.3% |
| 7D | +2.3% | +4.3% | -2.0% | -1.2% |
| 30D | +1.4% | +13.1% | -11.8% | -8.9% |
| 3M | +12.2% | +24.8% | -12.6% | -7.2% |
| 6M | -2.1% | -8.2% | +6.1% | +4.5% |
| YTD | +2.9% | +19.8% | -16.9% | -12.1% |
| 1Y | +55.3% | +32.1% | +23.2% | +22.5% |
| 3Y | +198.7% | +348.2% | -149.5% | -12.1% |
| 5Y | +153.8% | +297.5% | -143.7% | -21.4% |
| All | +153.8% | +297.7% | -143.9% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling