+5,387.7%
O vs AEM
+1,942.1%
+3,445.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -1.9% | +24.0% | -25.9% | -3.4% |
| 3M | +3.8% | +16.1% | -12.2% | +2.5% |
| 6M | -4.7% | -11.6% | +6.9% | -4.3% |
| YTD | +12.5% | +21.5% | -9.1% | +10.3% |
| 1Y | +10.8% | +39.2% | -28.3% | +7.4% |
| 3Y | +28.8% | +347.4% | -318.7% | +14.4% |
| 5Y | +13.2% | +290.1% | -277.0% | +0.7% |
| 10Y | +53.5% | +357.8% | -304.3% | +32.5% |
| All | +5,387.7% | +1,942.1% | +3,445.6% | +4,876.9% |
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