+145.8%
GOOG vs AEM
+339.2%
-193.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.3% | +1.3% |
| 7D | 0.0% | -2.1% | +2.2% | +0.3% |
| 30D | -2.0% | +8.4% | -10.4% | -2.9% |
| 3M | -5.9% | +27.3% | -33.1% | -8.5% |
| 6M | +8.9% | -9.7% | +18.6% | +9.7% |
| YTD | +7.1% | +19.0% | -11.8% | +4.4% |
| 1Y | +39.7% | +31.5% | +8.2% | +34.4% |
| 3Y | +145.8% | +338.7% | -192.9% | +108.8% |
| All | +145.8% | +339.2% | -193.3% | +108.8% |
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