+114.4%
META vs AEM
+344.0%
-229.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.4% | +6.2% | +6.5% |
| 7D | +10.3% | +3.0% | +7.3% | +10.1% |
| 30D | +9.9% | +12.5% | -2.6% | +9.0% |
| 3M | +11.9% | +26.9% | -15.0% | +10.2% |
| 6M | +1.2% | -9.4% | +10.6% | +1.2% |
| YTD | -0.8% | +20.3% | -21.1% | -1.5% |
| 1Y | -14.3% | +33.8% | -48.1% | -15.4% |
| All | +114.4% | +344.0% | -229.6% | +101.4% |
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