+195.6%
EQT vs AEM
+298.9%
-103.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.2% |
| 7D | -1.2% | -5.0% | +3.9% | -0.2% |
| 30D | +1.1% | +8.5% | -7.4% | -0.9% |
| 3M | +4.8% | +29.3% | -24.5% | -1.4% |
| 6M | -10.6% | -12.9% | +2.3% | -8.9% |
| YTD | +3.4% | +16.8% | -13.3% | -3.1% |
| 1Y | +8.7% | +29.8% | -21.2% | -1.8% |
| 3Y | +35.0% | +336.7% | -301.8% | -16.8% |
| All | +195.6% | +298.9% | -103.3% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling