+427.9%
LIN vs AEM
+412.4%
+15.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.4% |
| 7D | +0.2% | -5.6% | +5.9% | +0.8% |
| 30D | +6.2% | -3.9% | +10.1% | +6.4% |
| 3M | +9.3% | -3.4% | +12.8% | +9.3% |
| 6M | +4.4% | -9.0% | +13.4% | +4.6% |
| YTD | +23.7% | +5.9% | +17.8% | +21.6% |
| 1Y | +23.5% | +4.0% | +19.5% | +21.4% |
| 3Y | +35.8% | +298.8% | -263.0% | +15.0% |
| 5Y | +65.9% | +250.7% | -184.8% | +40.2% |
| All | +427.9% | +412.4% | +15.5% | +337.3% |
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