+46.2%
GOOGL vs AEM
+40.5%
+5.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.0% |
| 7D | -2.3% | -0.5% | -1.8% | -2.3% |
| 30D | -6.6% | +24.0% | -30.6% | -8.9% |
| 3M | -8.9% | +16.1% | -25.0% | -10.3% |
| 6M | +11.9% | -11.6% | +23.5% | +13.4% |
| YTD | +8.3% | +21.5% | -13.2% | +4.5% |
| 1Y | +46.2% | +39.2% | +7.0% | +36.6% |
| All | +46.2% | +40.5% | +5.7% | +36.6% |
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