+427.2%
LIN vs AEM
+380.6%
+46.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.1% |
| 7D | +0.3% | +1.4% | -1.0% | +0.2% |
| 30D | +8.0% | -1.2% | +9.2% | +8.0% |
| 3M | +7.7% | +2.5% | +5.2% | +7.0% |
| 6M | +5.1% | -5.1% | +10.2% | +4.9% |
| YTD | +24.7% | +10.4% | +14.3% | +22.0% |
| 1Y | +25.1% | +11.8% | +13.3% | +22.2% |
| 3Y | +36.8% | +315.6% | -278.8% | +15.4% |
| 5Y | +67.9% | +266.3% | -198.4% | +41.3% |
| 10Y | +427.2% | +427.4% | -0.2% | +334.7% |
| All | +427.2% | +380.6% | +46.6% | +334.7% |
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