+151.8%
HYG vs AEM
+584.4%
-432.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.5% | -0.3% |
| 7D | -0.7% | -5.0% | +4.3% | -0.5% |
| 30D | -0.6% | +8.5% | -9.0% | -0.9% |
| 3M | +0.4% | +29.3% | -28.9% | -0.7% |
| 6M | +1.2% | -12.9% | +14.2% | +1.5% |
| YTD | +1.5% | +16.8% | -15.3% | +0.5% |
| 1Y | +3.2% | +29.8% | -26.7% | +1.6% |
| 3Y | +25.9% | +336.7% | -310.8% | +17.5% |
| 5Y | +18.6% | +299.9% | -281.4% | +10.5% |
| 10Y | +55.8% | +362.2% | -306.4% | +42.7% |
| All | +151.8% | +584.4% | -432.6% | +116.0% |
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