+1,381.0%
NET vs AEM
+276.6%
+1,104.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.7% | -12.2% | -4.5% |
| 7D | -16.4% | +0.2% | -16.5% | -16.5% |
| 30D | -25.8% | +0.1% | -25.9% | -26.0% |
| 3M | -11.5% | +22.1% | -33.6% | -15.9% |
| 6M | +18.9% | +2.4% | +16.5% | +16.6% |
| YTD | +35.2% | +8.9% | +26.3% | +28.0% |
| 1Y | +14.5% | +18.7% | -4.2% | +5.8% |
| 3Y | +313.8% | +290.1% | +23.7% | +168.6% |
| 5Y | +32.6% | +294.3% | -261.7% | -16.7% |
| All | +1,381.0% | +276.6% | +1,104.4% | +777.7% |
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 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