-35.3%
BABA vs AEM
+17.3%
-52.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.7% | -4.8% | +2.8% |
| 7D | +4.3% | +0.2% | +4.1% | +4.0% |
| 30D | -5.0% | +0.1% | -5.0% | -5.3% |
| 3M | -18.4% | +22.1% | -40.4% | -22.9% |
| 6M | -20.3% | +2.4% | -22.7% | -20.8% |
| YTD | -27.5% | +8.9% | -36.4% | -28.4% |
| 1Y | -35.3% | +18.7% | -54.0% | -37.3% |
| All | -35.3% | +17.3% | -52.6% | -37.3% |
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