+667.4%
NFLX vs AEM
+369.2%
+298.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.4% |
| 7D | -8.1% | -5.0% | -3.0% | -7.4% |
| 30D | +1.6% | +8.5% | -6.8% | +0.3% |
| 3M | -7.3% | +29.3% | -36.6% | -11.0% |
| 6M | -21.6% | -12.9% | -8.7% | -20.6% |
| YTD | -18.9% | +16.8% | -35.7% | -21.8% |
| 1Y | -39.1% | +29.8% | -68.9% | -42.4% |
| 3Y | +71.7% | +336.7% | -265.1% | +34.0% |
| 5Y | +27.0% | +299.9% | -273.0% | -1.3% |
| All | +667.4% | +369.2% | +298.2% | +480.3% |
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