+112.5%
NET vs AEM
+295.5%
-183.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -7.0% | -0.5% | -6.5% | -6.9% |
| 30D | -4.8% | +24.0% | -28.8% | -8.8% |
| 3M | +3.8% | +16.1% | -12.3% | +0.4% |
| 6M | +50.0% | -11.6% | +61.7% | +51.9% |
| YTD | +41.5% | +21.5% | +19.9% | +31.6% |
| 1Y | +32.8% | +39.2% | -6.4% | +18.4% |
| 3Y | +335.9% | +347.4% | -11.5% | +168.2% |
| All | +112.5% | +295.5% | -183.0% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling