+5,431.0%
HON vs AEM
+3,395.8%
+2,035.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.3% |
| 7D | -2.6% | -5.0% | +2.4% | -2.5% |
| 30D | -11.9% | +8.5% | -20.3% | -12.1% |
| 3M | -6.1% | +29.3% | -35.4% | -6.9% |
| 6M | -19.2% | -12.9% | -6.3% | -19.0% |
| YTD | +0.2% | +16.8% | -16.6% | -0.5% |
| 1Y | -1.5% | +29.8% | -31.3% | -2.4% |
| 3Y | +17.9% | +336.7% | -318.8% | +12.8% |
| 5Y | +1.9% | +299.9% | -298.0% | -2.6% |
| 10Y | +135.2% | +362.2% | -227.1% | +122.4% |
| All | +5,431.0% | +3,395.8% | +2,035.3% | +5,615.0% |
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