+606.9%
GEV vs AEM
+261.7%
+345.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -2.1% |
| 7D | -1.9% | -5.0% | +3.1% | -0.6% |
| 30D | -8.7% | +8.5% | -17.1% | -11.0% |
| 3M | +6.6% | +29.3% | -22.7% | -1.5% |
| 6M | +10.2% | -12.9% | +23.1% | +12.6% |
| YTD | +41.6% | +16.8% | +24.9% | +33.7% |
| 1Y | +43.9% | +29.8% | +14.1% | +30.9% |
| All | +606.9% | +261.7% | +345.2% | +321.2% |
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 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