+294.7%
C vs AEM
+349.9%
-55.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +2.6% | +3.0% | -0.4% | +2.5% |
| 30D | +1.9% | +12.5% | -10.6% | +1.4% |
| 3M | +2.8% | +26.9% | -24.1% | +1.7% |
| 6M | +30.6% | -9.4% | +40.0% | +30.4% |
| YTD | +19.9% | +20.3% | -0.4% | +18.7% |
| 1Y | +44.6% | +33.8% | +10.8% | +42.8% |
| 3Y | +272.1% | +349.8% | -77.7% | +257.1% |
| 5Y | +132.0% | +301.0% | -169.0% | +121.6% |
| 10Y | +294.7% | +376.1% | -81.4% | +278.3% |
| All | +294.7% | +349.9% | -55.3% | +278.3% |
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