+16.7%
BABA vs AEM
+333.3%
-316.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -0.2% | +4.3% | -4.5% | -0.8% |
| 30D | -12.3% | +13.1% | -25.4% | -14.1% |
| 3M | -5.3% | +24.8% | -30.1% | -9.0% |
| 6M | -13.1% | -8.2% | -4.8% | -12.5% |
| YTD | -22.4% | +19.8% | -42.3% | -25.1% |
| 1Y | -19.5% | +32.1% | -51.5% | -23.5% |
| 3Y | +32.9% | +348.2% | -315.2% | +5.1% |
| 5Y | -29.9% | +297.5% | -327.3% | -44.5% |
| 10Y | +16.7% | +343.3% | -326.6% | -8.7% |
| All | +16.7% | +333.3% | -316.6% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling