-10.0%
LOW vs AEM
+331.1%
-341.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | -2.6% | -5.0% | +2.4% | -2.2% |
| 30D | -11.1% | +8.5% | -19.6% | -11.8% |
| 3M | -8.5% | +29.3% | -37.8% | -10.6% |
| 6M | -20.8% | -12.9% | -7.9% | -20.4% |
| YTD | -17.2% | +16.8% | -34.0% | -18.3% |
| 1Y | -24.7% | +29.8% | -54.6% | -26.4% |
| All | -10.0% | +331.1% | -341.1% | -26.6% |
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