+23.9%
BABA vs AEM
+622.4%
-598.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +1.1% |
| 7D | +11.6% | +15.8% | -4.2% | +9.9% |
| 30D | +2.3% | +6.2% | -3.9% | +1.5% |
| 3M | -13.7% | +14.3% | -28.0% | -15.2% |
| 6M | -21.9% | +1.4% | -23.3% | -22.4% |
| YTD | -24.6% | +13.7% | -38.4% | -26.0% |
| 1Y | -34.1% | +21.3% | -55.4% | -35.8% |
| 3Y | +36.3% | +309.9% | -273.6% | +18.3% |
| 5Y | -26.7% | +301.0% | -327.7% | -36.7% |
| 10Y | +19.2% | +344.0% | -324.8% | +1.7% |
| All | +23.9% | +622.4% | -598.5% | +7.1% |
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