+138.3%
GOOGL vs AEM
+294.2%
-155.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.9% |
| 7D | -2.8% | -5.0% | +2.2% | -2.2% |
| 30D | -3.2% | +8.5% | -11.7% | -4.3% |
| 3M | -6.6% | +29.3% | -35.9% | -9.9% |
| 6M | +8.5% | -12.9% | +21.4% | +9.8% |
| YTD | +6.5% | +16.8% | -10.3% | +3.5% |
| 1Y | +39.4% | +29.8% | +9.6% | +33.4% |
| 3Y | +146.2% | +336.7% | -190.5% | +98.0% |
| 5Y | +138.3% | +299.9% | -161.6% | +89.0% |
| All | +138.3% | +294.2% | -155.8% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling