+753.6%
B vs AEM
+3,469.0%
-2,715.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.8% | -0.6% | +1.4% |
| 7D | +11.3% | +17.8% | -6.5% | +1.2% |
| 30D | +2.9% | +6.2% | -3.3% | -0.6% |
| 3M | -2.9% | +12.5% | -15.4% | -9.3% |
| 6M | -1.2% | +4.4% | -5.6% | -3.3% |
| YTD | -1.3% | +19.2% | -20.5% | -10.1% |
| 1Y | +30.4% | +25.5% | +4.9% | +15.5% |
| 3Y | +195.3% | +346.4% | -151.2% | +28.6% |
| 5Y | +146.2% | +305.7% | -159.5% | +13.0% |
| 10Y | +200.5% | +375.9% | -175.4% | +24.5% |
| All | +753.6% | +3,469.0% | -2,715.3% | +28.7% |
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