-15.8%
F vs AEM
+298.2%
-314.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +1.6% | +15.8% | -14.3% | -0.3% |
| 30D | +2.6% | +6.2% | -3.6% | +1.7% |
| 3M | -8.8% | +14.3% | -23.2% | -10.5% |
| 6M | +4.6% | +1.4% | +3.2% | +3.8% |
| YTD | -1.9% | +13.7% | -15.6% | -3.9% |
| 1Y | -0.8% | +21.3% | -22.1% | -3.4% |
| 3Y | +43.5% | +309.9% | -266.4% | +19.7% |
| All | -15.8% | +298.2% | -314.0% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling