+1,700.7%
NOK vs AEM
+2,212.2%
-511.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +1.0% |
| 7D | +9.3% | +3.0% | +6.3% | +9.0% |
| 30D | +17.9% | +12.5% | +5.4% | +16.5% |
| 3M | -22.3% | +26.9% | -49.3% | -24.0% |
| 6M | +36.4% | -9.4% | +45.8% | +37.0% |
| YTD | +66.3% | +20.3% | +46.0% | +62.9% |
| 1Y | +134.4% | +33.8% | +100.6% | +127.4% |
| 3Y | +186.6% | +349.8% | -163.2% | +150.2% |
| 5Y | +102.7% | +301.0% | -198.3% | +77.0% |
| 10Y | +129.8% | +376.1% | -246.3% | +92.6% |
| All | +1,700.7% | +2,212.2% | -511.5% | +1,276.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling