+425.7%
META vs AEM
+366.3%
+59.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.8% | +0.3% | +4.6% |
| 7D | +5.7% | +17.8% | -12.1% | +3.7% |
| 30D | -10.8% | +6.2% | -17.0% | -11.5% |
| 3M | +8.4% | +12.5% | -4.1% | +6.6% |
| 6M | +5.4% | +4.4% | +1.0% | +4.3% |
| YTD | -2.6% | +19.2% | -21.8% | -5.5% |
| 1Y | +3.5% | +25.5% | -22.0% | -0.3% |
| 3Y | +102.0% | +346.4% | -244.4% | +62.4% |
| 5Y | +93.1% | +305.7% | -212.6% | +54.5% |
| 10Y | +425.7% | +375.9% | +49.7% | +317.5% |
| All | +425.7% | +366.3% | +59.3% | +317.5% |
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