+40.0%
GLW vs AEM
+3.6%
+36.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | -6.8% | +14.6% | +11.2% |
| 30D | -18.8% | +0.8% | -19.7% | -19.7% |
| 3M | -27.7% | -0.8% | -26.9% | -29.0% |
| 6M | -44.4% | -8.5% | -35.9% | -43.3% |
| YTD | +31.3% | +5.9% | +25.3% | +27.5% |
| 1Y | +40.0% | +6.6% | +33.4% | +33.9% |
| All | +40.0% | +3.6% | +36.5% | +33.9% |
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