+523.3%
ON vs AEM
+412.5%
+110.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +12.2% | -6.8% | +19.1% | +13.6% |
| 30D | -3.1% | +0.8% | -3.9% | -3.5% |
| 3M | -12.9% | -0.8% | -12.0% | -13.2% |
| 6M | -38.6% | -8.5% | -30.1% | -38.1% |
| YTD | +31.2% | +5.9% | +25.3% | +28.8% |
| 1Y | +47.6% | +6.6% | +41.0% | +44.7% |
| 3Y | +6.6% | +302.2% | -295.6% | -17.0% |
| 5Y | +21.3% | +250.8% | -229.5% | -5.6% |
| All | +523.3% | +412.5% | +110.8% | +354.1% |
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