+50.9%
O vs AEM
+369.2%
-318.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.5% |
| 7D | -3.5% | -5.0% | +1.5% | -2.9% |
| 30D | -3.3% | +8.5% | -11.8% | -4.4% |
| 3M | -2.8% | +29.3% | -32.1% | -6.2% |
| 6M | -5.8% | -12.9% | +7.2% | -4.7% |
| YTD | +9.4% | +16.8% | -7.4% | +6.0% |
| 1Y | +5.7% | +29.8% | -24.2% | +0.6% |
| 3Y | +27.2% | +336.7% | -309.5% | +1.2% |
| 5Y | +17.2% | +299.9% | -282.8% | -7.3% |
| All | +50.9% | +369.2% | -318.3% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling