-1.6%
F vs AEM
+22.8%
-24.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.2% | -0.3% |
| 7D | -0.6% | +17.8% | -18.5% | -4.0% |
| 30D | +2.9% | +6.2% | -3.4% | +1.3% |
| 3M | -9.5% | +12.5% | -22.0% | -12.2% |
| 6M | +4.0% | +4.4% | -0.4% | +2.3% |
| YTD | -1.3% | +19.2% | -20.5% | -6.5% |
| All | -1.6% | +22.8% | -24.3% | -8.0% |
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