+43.4%
C vs AEM
+31.4%
+12.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +3.2% | +4.3% | -1.2% | +2.7% |
| 30D | +1.3% | +13.1% | -11.8% | -0.5% |
| 3M | +3.1% | +24.8% | -21.7% | -0.6% |
| 6M | +29.6% | -8.2% | +37.9% | +28.7% |
| YTD | +19.0% | +19.8% | -0.9% | +13.2% |
| All | +43.4% | +31.4% | +12.1% | +33.5% |
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