+18.9%
NET vs AEM
+0.8%
+18.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.7% | -12.2% | -3.4% |
| 7D | -16.4% | +0.2% | -16.5% | -16.2% |
| 30D | -25.8% | +0.1% | -25.9% | -25.6% |
| 3M | -11.5% | +22.1% | -33.6% | -13.2% |
| 6M | +18.9% | +2.4% | +16.5% | +16.9% |
| All | +18.9% | +0.8% | +18.1% | +16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling