+498.2%
HCA vs AEM
+378.0%
+120.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.2% |
| 7D | +5.4% | -2.1% | +7.6% | +5.6% |
| 30D | +3.0% | +8.4% | -5.5% | +2.1% |
| 3M | +13.0% | +27.3% | -14.3% | +10.1% |
| 6M | -20.3% | -9.7% | -10.6% | -19.8% |
| YTD | -8.2% | +19.0% | -27.2% | -10.6% |
| 1Y | +6.7% | +31.5% | -24.8% | +2.5% |
| 3Y | +60.4% | +338.7% | -278.3% | +32.9% |
| 5Y | +73.4% | +307.4% | -234.0% | +43.3% |
| All | +498.2% | +378.0% | +120.2% | +373.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling