+46.0%
F vs AEM
+301.1%
-255.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | -6.8% | +3.7% | -2.1% |
| 30D | 0.0% | +0.8% | -0.8% | -0.3% |
| 3M | -13.2% | -0.8% | -12.4% | -13.4% |
| 6M | -10.2% | -8.5% | -1.7% | -9.7% |
| YTD | -4.9% | +5.9% | -10.9% | -5.9% |
| 1Y | -6.1% | +6.6% | -12.7% | -7.1% |
| 3Y | +46.0% | +302.2% | -256.2% | +8.8% |
| All | +46.0% | +301.1% | -255.1% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling