+227.1%
LOW vs AEM
+369.2%
-142.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.7% |
| 7D | -2.6% | -5.0% | +2.4% | -2.1% |
| 30D | -11.1% | +8.5% | -19.6% | -12.0% |
| 3M | -8.5% | +29.3% | -37.8% | -11.1% |
| 6M | -20.8% | -12.9% | -7.9% | -20.1% |
| YTD | -17.2% | +16.8% | -34.0% | -19.0% |
| 1Y | -24.7% | +29.8% | -54.6% | -27.4% |
| 3Y | -9.7% | +336.7% | -346.5% | -24.7% |
| 5Y | +6.0% | +299.9% | -293.9% | -12.2% |
| All | +227.1% | +369.2% | -142.1% | +161.2% |
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