-26.3%
LOW vs AEM
+30.1%
-56.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.7% |
| 7D | -2.6% | -5.0% | +2.4% | -2.2% |
| 30D | -11.1% | +8.5% | -19.6% | -11.9% |
| 3M | -8.5% | +29.3% | -37.8% | -10.8% |
| 6M | -20.8% | -12.9% | -7.9% | -20.7% |
| YTD | -17.2% | +16.8% | -34.0% | -16.9% |
| All | -26.3% | +30.1% | -56.5% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling