+803.7%
B vs AEM
+3,538.8%
-2,735.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.5% |
| 7D | -1.6% | -0.5% | -1.1% | -1.3% |
| 30D | +9.4% | +24.0% | -14.6% | -3.5% |
| 3M | +5.0% | +16.1% | -11.1% | -3.6% |
| 6M | -3.5% | -11.6% | +8.1% | +4.1% |
| YTD | +4.5% | +21.5% | -17.1% | -6.0% |
| 1Y | +67.8% | +39.2% | +28.6% | +40.3% |
| 3Y | +196.7% | +347.4% | -150.7% | +28.9% |
| 5Y | +151.9% | +290.1% | -138.2% | +17.9% |
| 10Y | +202.2% | +357.8% | -155.6% | +28.2% |
| All | +803.7% | +3,538.8% | -2,735.1% | +34.6% |
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