+27.2%
NFLX vs AEM
+296.4%
-269.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | -8.1% | +3.0% | -11.1% | -8.6% |
| 30D | -0.3% | +12.5% | -12.8% | -2.5% |
| 3M | -6.6% | +26.9% | -33.6% | -10.9% |
| 6M | -22.7% | -9.4% | -13.2% | -21.9% |
| YTD | -18.9% | +20.3% | -39.2% | -23.2% |
| 1Y | -39.8% | +33.8% | -73.6% | -44.7% |
| 3Y | +71.7% | +349.8% | -278.1% | +18.2% |
| 5Y | +27.2% | +301.0% | -273.8% | -14.4% |
| All | +27.2% | +296.4% | -269.2% | -14.4% |
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