+5,261.3%
O vs AEM
+1,679.6%
+3,581.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | -0.2% |
| 7D | -0.4% | -5.6% | +5.2% | 0.0% |
| 30D | +8.3% | -3.9% | +12.2% | +8.4% |
| 3M | -4.0% | -3.4% | -0.5% | -4.0% |
| 6M | -2.6% | -9.0% | +6.4% | -2.4% |
| YTD | +9.9% | +5.9% | +4.0% | +8.6% |
| 1Y | +9.8% | +4.0% | +5.9% | +8.6% |
| 3Y | +39.7% | +298.8% | -259.0% | +25.0% |
| 5Y | +9.2% | +250.7% | -241.5% | -2.3% |
| 10Y | +81.5% | +405.9% | -324.4% | +56.0% |
| All | +5,261.3% | +1,679.6% | +3,581.7% | +4,801.9% |
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