+19,880.0%
ETN vs AEM
+3,395.8%
+16,484.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.3% |
| 7D | +3.0% | -5.0% | +8.1% | +3.4% |
| 30D | -10.9% | +8.5% | -19.4% | -11.4% |
| 3M | +9.2% | +29.3% | -20.0% | +7.3% |
| 6M | +13.9% | -12.9% | +26.8% | +14.6% |
| YTD | +29.5% | +16.8% | +12.8% | +27.9% |
| 1Y | +14.2% | +29.8% | -15.6% | +12.0% |
| 3Y | +79.9% | +336.7% | -256.9% | +63.4% |
| 5Y | +175.7% | +299.9% | -124.3% | +149.7% |
| 10Y | +693.2% | +362.2% | +331.0% | +598.5% |
| All | +19,880.0% | +3,395.8% | +16,484.3% | +16,394.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling