+1,511.3%
META vs AEM
+570.8%
+940.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | -0.8% | +15.8% | -16.6% | -1.8% |
| 30D | -15.4% | +6.2% | -21.6% | -15.8% |
| 3M | +3.5% | +14.3% | -10.8% | +2.4% |
| 6M | -0.3% | +1.4% | -1.7% | -0.7% |
| YTD | -7.3% | +13.7% | -21.1% | -8.5% |
| 1Y | -1.1% | +21.3% | -22.4% | -2.8% |
| 3Y | +95.1% | +309.9% | -214.8% | +76.0% |
| 5Y | +80.6% | +301.0% | -220.4% | +61.9% |
| 10Y | +410.1% | +344.0% | +66.1% | +354.5% |
| All | +1,511.3% | +570.8% | +940.5% | +1,345.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling