+55.2%
HYG vs AEM
+378.0%
-322.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -0.7% | -2.1% | +1.4% | -0.6% |
| 30D | -0.7% | +8.4% | -9.2% | -1.1% |
| 3M | -0.2% | +27.3% | -27.5% | -1.4% |
| 6M | +1.4% | -9.7% | +11.1% | +1.6% |
| YTD | +1.5% | +19.0% | -17.5% | +0.2% |
| 1Y | +2.9% | +31.5% | -28.6% | +1.0% |
| 3Y | +25.6% | +338.7% | -313.1% | +15.4% |
| 5Y | +18.6% | +307.4% | -288.9% | +8.5% |
| All | +55.2% | +378.0% | -322.8% | +40.2% |
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