+476.9%
NEM vs AEM
+3,538.8%
-3,061.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.1% |
| 7D | +0.3% | -0.5% | +0.8% | +0.6% |
| 30D | +23.1% | +24.0% | -0.9% | +9.1% |
| 3M | +18.5% | +16.1% | +2.4% | +9.3% |
| 6M | +7.8% | -11.6% | +19.4% | +16.3% |
| YTD | +29.1% | +21.5% | +7.6% | +17.0% |
| 1Y | +72.7% | +39.2% | +33.5% | +46.1% |
| 3Y | +248.7% | +347.4% | -98.7% | +56.2% |
| 5Y | +148.7% | +290.1% | -141.5% | +19.2% |
| 10Y | +304.8% | +357.8% | -53.0% | +71.8% |
| All | +476.9% | +3,538.8% | -3,061.9% | -37.5% |
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 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