+84.1%
F vs AEM
+349.9%
-265.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.0% |
| 7D | -4.9% | +3.0% | -7.9% | -5.1% |
| 30D | -2.9% | +12.5% | -15.4% | -3.9% |
| 3M | -9.1% | +26.9% | -36.0% | -11.1% |
| 6M | +12.9% | -9.4% | +22.4% | +13.3% |
| YTD | +6.1% | +20.3% | -14.2% | +4.1% |
| 1Y | +22.5% | +33.8% | -11.3% | +19.1% |
| 3Y | +32.1% | +349.8% | -317.8% | +16.2% |
| 5Y | +43.7% | +301.0% | -257.3% | +26.0% |
| 10Y | +84.1% | +376.1% | -291.9% | +54.9% |
| All | +84.1% | +349.9% | -265.8% | +54.9% |
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