+134.7%
GLW vs AEM
+31.8%
+102.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +16.9% | +3.0% | +13.9% | +15.2% |
| 30D | +7.0% | +12.5% | -5.5% | +0.1% |
| 3M | -3.0% | +26.9% | -29.9% | -15.5% |
| 6M | +31.0% | -9.4% | +40.4% | +31.5% |
| YTD | +93.4% | +20.3% | +73.1% | +79.8% |
| 1Y | +134.7% | +33.8% | +101.0% | +113.7% |
| All | +134.7% | +31.8% | +102.9% | +113.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling