+45.8%
ON vs AEM
+28.8%
+17.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.2% |
| 7D | -4.7% | -5.0% | +0.3% | -3.1% |
| 30D | -13.5% | +8.5% | -21.9% | -16.4% |
| 3M | -36.3% | +29.3% | -65.6% | -42.6% |
| 6M | +17.8% | -12.9% | +30.7% | +19.0% |
| YTD | +29.6% | +16.8% | +12.8% | +20.1% |
| 1Y | +45.8% | +29.8% | +16.0% | +30.8% |
| All | +45.8% | +28.8% | +17.0% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling