+572.1%
ON vs AEM
+369.2%
+202.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.6% |
| 7D | -4.7% | -5.0% | +0.3% | -3.9% |
| 30D | -13.5% | +8.5% | -21.9% | -14.9% |
| 3M | -36.3% | +29.3% | -65.6% | -39.3% |
| 6M | +17.8% | -12.9% | +30.7% | +19.3% |
| YTD | +29.6% | +16.8% | +12.8% | +25.4% |
| 1Y | +45.8% | +29.8% | +16.0% | +38.7% |
| 3Y | -28.3% | +336.7% | -365.1% | -44.6% |
| 5Y | +49.6% | +299.9% | -250.3% | +14.7% |
| All | +572.1% | +369.2% | +202.9% | +397.1% |
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