+123.6%
HOOD vs AEM
+217.8%
-94.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -3.8% | -6.8% | +3.1% | -1.3% |
| 30D | -23.0% | +0.8% | -23.8% | -23.5% |
| 3M | -21.6% | -0.8% | -20.8% | -21.4% |
| 6M | +1.4% | -8.5% | +10.0% | +4.0% |
| YTD | -31.2% | +5.9% | -37.1% | -32.9% |
| 1Y | -35.9% | +6.6% | -42.5% | -37.6% |
| 3Y | +836.9% | +302.2% | +534.7% | +525.6% |
| 5Y | +121.1% | +250.8% | -129.7% | +47.4% |
| All | +123.6% | +217.8% | -94.2% | +78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling