+44.9%
C vs AEM
+40.5%
+4.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +3.6% | -0.5% | +4.1% | +3.6% |
| 30D | +0.1% | +24.0% | -24.0% | -3.0% |
| 3M | +2.4% | +16.1% | -13.7% | -0.4% |
| 6M | +24.9% | -11.6% | +36.6% | +24.3% |
| YTD | +19.8% | +21.5% | -1.7% | +14.1% |
| 1Y | +44.9% | +39.2% | +5.7% | +36.9% |
| All | +44.9% | +40.5% | +4.4% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling