+207.0%
C vs AEM
+412.5%
-205.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +4.2% | -6.8% | +11.0% | +4.5% |
| 30D | +2.0% | +0.8% | +1.2% | +1.9% |
| 3M | -10.1% | -0.8% | -9.3% | -10.2% |
| 6M | +1.0% | -8.5% | +9.5% | +1.0% |
| YTD | +8.5% | +5.9% | +2.5% | +7.8% |
| 1Y | +25.7% | +6.6% | +19.1% | +24.9% |
| 3Y | +216.0% | +302.2% | -86.2% | +202.3% |
| 5Y | +112.3% | +250.8% | -138.5% | +102.1% |
| All | +207.0% | +412.5% | -205.4% | +198.3% |
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