+243.2%
INTC vs AEM
+369.2%
-126.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | -5.2% |
| 7D | +9.4% | -5.0% | +14.5% | +10.2% |
| 30D | +2.7% | +8.5% | -5.8% | +1.2% |
| 3M | -6.3% | +29.3% | -35.6% | -10.1% |
| 6M | +114.5% | -12.9% | +127.4% | +116.3% |
| YTD | +171.9% | +16.8% | +155.1% | +164.9% |
| 1Y | +305.0% | +29.8% | +275.2% | +289.1% |
| 3Y | +168.3% | +336.7% | -168.4% | +124.5% |
| 5Y | +102.3% | +299.9% | -197.6% | +68.9% |
| All | +243.2% | +369.2% | -126.1% | +186.1% |
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 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