+300.2%
NEM vs AEM
+369.2%
-69.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | +0.2% |
| 7D | -3.3% | -5.0% | +1.8% | +0.6% |
| 30D | +7.8% | +8.5% | -0.6% | +1.2% |
| 3M | +36.3% | +29.3% | +7.0% | +12.0% |
| 6M | +6.6% | -12.9% | +19.5% | +18.1% |
| YTD | +27.1% | +16.8% | +10.4% | +13.6% |
| 1Y | +62.3% | +29.8% | +32.5% | +35.1% |
| 3Y | +245.1% | +336.7% | -91.7% | +21.1% |
| 5Y | +154.0% | +299.9% | -145.9% | -7.3% |
| All | +300.2% | +369.2% | -69.0% | +27.8% |
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