+5.2%
LOW vs AEM
+306.3%
-301.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -3.7% | -2.1% | -1.6% | -3.5% |
| 30D | -8.9% | +8.4% | -17.3% | -9.7% |
| 3M | -10.4% | +27.3% | -37.7% | -12.9% |
| 6M | -19.4% | -9.7% | -9.7% | -19.0% |
| YTD | -17.1% | +19.0% | -36.1% | -19.2% |
| 1Y | -26.3% | +31.5% | -57.7% | -29.1% |
| 3Y | -9.9% | +338.7% | -348.6% | -27.7% |
| All | +5.2% | +306.3% | -301.1% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling