+62.9%
KO vs AEM
+331.1%
-268.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.4% |
| 7D | -1.1% | -5.0% | +3.9% | -1.0% |
| 30D | +1.6% | +8.5% | -6.9% | +1.5% |
| 3M | +5.8% | +29.3% | -23.5% | +5.5% |
| 6M | +14.3% | -12.9% | +27.2% | +15.4% |
| YTD | +27.3% | +16.8% | +10.5% | +26.8% |
| 1Y | +33.2% | +29.8% | +3.3% | +31.1% |
| All | +62.9% | +331.1% | -268.2% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling