+28.2%
BABA vs AEM
+672.0%
-643.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.4% |
| 7D | -4.8% | -0.5% | -4.2% | -4.7% |
| 30D | -11.9% | +24.0% | -35.9% | -14.0% |
| 3M | -9.3% | +16.1% | -25.4% | -11.0% |
| 6M | -14.2% | -11.6% | -2.6% | -13.6% |
| YTD | -22.0% | +21.5% | -43.6% | -23.9% |
| 1Y | -12.7% | +39.2% | -51.9% | -16.0% |
| 3Y | +26.7% | +347.4% | -320.8% | +9.1% |
| 5Y | -29.3% | +290.1% | -319.5% | -39.1% |
| 10Y | +21.2% | +357.8% | -336.5% | +2.8% |
| All | +28.2% | +672.0% | -643.9% | +10.2% |
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 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