+1,449.6%
NET vs AEM
+320.3%
+1,129.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -7.0% | -0.5% | -6.5% | -6.9% |
| 30D | -4.8% | +24.0% | -28.8% | -9.3% |
| 3M | +3.8% | +16.1% | -12.3% | 0.0% |
| 6M | +50.0% | -11.6% | +61.7% | +51.9% |
| YTD | +41.5% | +21.5% | +19.9% | +31.4% |
| 1Y | +32.8% | +39.2% | -6.4% | +18.3% |
| 3Y | +335.9% | +347.4% | -11.5% | +175.1% |
| 5Y | +113.8% | +290.1% | -176.3% | +35.6% |
| All | +1,449.6% | +320.3% | +1,129.3% | +800.8% |
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