+118.0%
NOK vs AEM
+40.5%
+77.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.8% | +2.9% |
| 7D | -1.8% | -0.5% | -1.2% | -1.7% |
| 30D | +4.7% | +24.0% | -19.3% | -1.0% |
| 3M | -39.7% | +16.1% | -55.7% | -42.5% |
| 6M | +23.1% | -11.6% | +34.7% | +22.2% |
| YTD | +55.0% | +21.5% | +33.5% | +44.6% |
| 1Y | +118.0% | +39.2% | +78.9% | +100.3% |
| All | +118.0% | +40.5% | +77.5% | +100.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling