+72.8%
HCA vs AEM
+306.3%
-233.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.1% |
| 7D | +5.4% | -2.1% | +7.6% | +5.7% |
| 30D | +3.0% | +8.4% | -5.5% | +1.9% |
| 3M | +13.0% | +27.3% | -14.3% | +9.5% |
| 6M | -20.3% | -9.7% | -10.6% | -19.6% |
| YTD | -8.2% | +19.0% | -27.2% | -11.4% |
| 1Y | +6.7% | +31.5% | -24.8% | +1.0% |
| 3Y | +60.4% | +338.7% | -278.3% | +19.8% |
| All | +72.8% | +306.3% | -233.5% | +27.7% |
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