+115.1%
NOK vs AEM
+306.3%
-191.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.5% |
| 7D | +11.0% | -2.1% | +13.1% | +11.4% |
| 30D | +7.8% | +8.4% | -0.6% | +6.0% |
| 3M | -21.0% | +27.3% | -48.3% | -24.8% |
| 6M | +40.9% | -9.7% | +50.5% | +41.4% |
| YTD | +72.0% | +19.0% | +53.1% | +64.4% |
| 1Y | +140.9% | +31.5% | +109.4% | +125.8% |
| 3Y | +194.3% | +338.7% | -144.4% | +121.4% |
| All | +115.1% | +306.3% | -191.2% | +60.8% |
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