+180.8%
NOK vs AEM
+331.1%
-150.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.8% |
| 7D | +8.7% | -5.0% | +13.7% | +9.7% |
| 30D | +12.5% | +8.5% | +4.0% | +10.5% |
| 3M | -20.7% | +29.3% | -50.0% | -25.0% |
| 6M | +36.2% | -12.9% | +49.1% | +36.8% |
| YTD | +64.1% | +16.8% | +47.4% | +56.9% |
| 1Y | +132.4% | +29.8% | +102.6% | +117.9% |
| All | +180.8% | +331.1% | -150.3% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling