+13,503.3%
GOOGL vs AEM
+1,958.6%
+11,544.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +1.1% | +4.3% | -3.3% | +0.7% |
| 30D | -4.4% | +13.1% | -17.6% | -5.5% |
| 3M | -6.8% | +24.8% | -31.6% | -8.8% |
| 6M | +13.6% | -8.2% | +21.8% | +13.9% |
| YTD | +8.3% | +19.8% | -11.5% | +6.0% |
| 1Y | +44.9% | +32.1% | +12.9% | +40.5% |
| 3Y | +150.5% | +348.2% | -197.7% | +118.3% |
| 5Y | +137.7% | +297.5% | -159.7% | +107.2% |
| 10Y | +750.9% | +343.3% | +407.6% | +620.6% |
| All | +13,503.3% | +1,958.6% | +11,544.6% | +8,405.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling