+1.9%
HON vs AEM
+294.2%
-292.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.0% |
| 7D | -2.6% | -5.0% | +2.4% | -2.0% |
| 30D | -11.9% | +8.5% | -20.3% | -12.9% |
| 3M | -6.1% | +29.3% | -35.4% | -9.3% |
| 6M | -19.2% | -12.9% | -6.3% | -18.7% |
| YTD | +0.2% | +16.8% | -16.6% | -2.3% |
| 1Y | -1.5% | +29.8% | -31.3% | -5.3% |
| 3Y | +17.9% | +336.7% | -318.8% | -3.3% |
| 5Y | +1.9% | +299.9% | -298.0% | -17.1% |
| All | +1.9% | +294.2% | -292.2% | -17.1% |
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