+33,321.4%
HD vs AEM
+3,304.9%
+30,016.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.2% | -1.9% |
| 7D | +4.3% | +15.8% | -11.5% | +4.2% |
| 30D | +20.2% | +6.2% | +14.0% | +20.1% |
| 3M | -1.0% | +14.3% | -15.3% | -1.2% |
| 6M | +7.9% | +1.4% | +6.5% | +7.8% |
| YTD | +2.0% | +13.7% | -11.7% | +1.8% |
| 1Y | -4.3% | +21.3% | -25.6% | -4.5% |
| 3Y | +25.9% | +309.9% | -284.0% | +24.4% |
| 5Y | +5.8% | +301.0% | -295.1% | +4.4% |
| 10Y | +262.5% | +344.0% | -81.5% | +258.2% |
| All | +33,321.4% | +3,304.9% | +30,016.4% | +39,823.7% |
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 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