+21.9%
BABA vs AEM
+301.1%
-279.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -13.8% | -6.8% | -6.9% | -12.6% |
| 30D | -15.1% | +0.8% | -15.9% | -15.4% |
| 3M | -22.7% | -0.8% | -21.9% | -23.1% |
| 6M | -34.7% | -8.5% | -26.2% | -33.8% |
| YTD | -35.0% | +5.9% | -41.0% | -36.1% |
| 1Y | -40.4% | +6.6% | -47.0% | -41.5% |
| 3Y | +21.9% | +302.2% | -280.3% | -3.2% |
| All | +21.9% | +301.1% | -279.2% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling