+17.0%
HON vs AEM
+339.2%
-322.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -3.5% | -2.1% | -1.3% | -3.2% |
| 30D | -13.8% | +8.4% | -22.2% | -14.7% |
| 3M | -11.7% | +27.3% | -39.0% | -14.5% |
| 6M | -18.7% | -9.7% | -9.1% | -18.8% |
| YTD | +0.2% | +19.0% | -18.7% | -2.2% |
| 1Y | -3.1% | +31.5% | -34.5% | -6.5% |
| 3Y | +17.0% | +338.7% | -321.7% | -6.2% |
| All | +17.0% | +339.2% | -322.2% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling