+701.5%
B vs AEM
+3,285.2%
-2,583.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.1% | -1.0% | -3.1% |
| 7D | +7.1% | +13.9% | -6.7% | -0.6% |
| 30D | -3.3% | +0.8% | -4.1% | -3.7% |
| 3M | -2.5% | +5.8% | -8.3% | -5.6% |
| 6M | -7.2% | -1.0% | -6.3% | -6.3% |
| YTD | -7.4% | +13.1% | -20.4% | -12.9% |
| 1Y | +16.4% | +14.4% | +2.0% | +8.8% |
| 3Y | +178.7% | +325.7% | -147.0% | +24.9% |
| 5Y | +121.7% | +273.7% | -152.0% | +6.7% |
| 10Y | +208.6% | +390.1% | -181.5% | +26.0% |
| All | +701.5% | +3,285.2% | -2,583.7% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling