+25.3%
F vs AEM
+31.9%
-6.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -4.0% |
| 7D | +1.2% | +4.3% | -3.2% | +0.4% |
| 30D | +1.2% | +13.1% | -11.9% | -1.1% |
| 3M | -5.7% | +24.8% | -30.4% | -9.6% |
| 6M | +17.9% | -8.2% | +26.2% | +18.0% |
| YTD | +10.4% | +19.8% | -9.4% | +7.7% |
| 1Y | +25.3% | +32.1% | -6.7% | +15.5% |
| All | +25.3% | +31.9% | -6.5% | +15.5% |
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