+627.7%
GEV vs AEM
+272.5%
+355.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.2% |
| 7D | +3.2% | +3.0% | +0.2% | +2.3% |
| 30D | -4.0% | +12.5% | -16.5% | -7.4% |
| 3M | +3.4% | +26.9% | -23.5% | -3.9% |
| 6M | +14.7% | -9.4% | +24.1% | +16.0% |
| YTD | +45.8% | +20.3% | +25.5% | +36.6% |
| 1Y | +57.4% | +33.8% | +23.6% | +42.1% |
| All | +627.7% | +272.5% | +355.2% | +330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling