+53.9%
F vs AEM
+295.5%
-241.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.6% |
| 7D | +5.3% | -0.5% | +5.8% | +5.4% |
| 30D | +4.6% | +24.0% | -19.4% | +2.0% |
| 3M | -3.7% | +16.1% | -19.7% | -5.5% |
| 6M | +16.8% | -11.6% | +28.4% | +17.4% |
| YTD | +15.3% | +21.5% | -6.3% | +12.6% |
| 1Y | +31.0% | +39.2% | -8.2% | +26.1% |
| 3Y | +45.4% | +347.4% | -302.0% | +22.5% |
| All | +53.9% | +295.5% | -241.5% | +27.5% |
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 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