+208.8%
C vs AEM
+356.4%
-147.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.4% | +0.5% |
| 7D | -0.4% | +13.9% | -14.2% | -1.0% |
| 30D | -5.2% | +0.8% | -5.9% | -5.3% |
| 3M | -9.1% | +5.8% | -14.8% | -9.4% |
| 6M | -1.6% | -1.0% | -0.6% | -1.9% |
| YTD | +6.9% | +13.1% | -6.1% | +6.0% |
| 1Y | +23.0% | +14.4% | +8.5% | +21.8% |
| 3Y | +216.1% | +325.7% | -109.6% | +201.2% |
| 5Y | +112.2% | +273.7% | -161.5% | +101.2% |
| 10Y | +208.8% | +390.1% | -181.3% | +196.4% |
| All | +208.8% | +356.4% | -147.6% | +196.4% |
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