+15.8%
BABA vs AEM
+366.3%
-350.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.8% | -8.5% | -4.5% |
| 7D | +3.8% | +17.8% | -14.0% | +1.2% |
| 30D | -5.4% | +6.2% | -11.6% | -6.4% |
| 3M | -17.9% | +12.5% | -30.5% | -19.8% |
| 6M | -24.1% | +4.4% | -28.5% | -25.1% |
| YTD | -27.4% | +19.2% | -46.7% | -30.0% |
| 1Y | -36.1% | +25.5% | -61.6% | -38.9% |
| 3Y | +35.4% | +346.4% | -311.1% | +7.0% |
| 5Y | -30.1% | +305.7% | -335.8% | -44.8% |
| 10Y | +15.8% | +375.9% | -360.1% | -10.4% |
| All | +15.8% | +366.3% | -350.5% | -10.4% |
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