-27.5%
ON vs AEM
+344.0%
-371.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -1.9% | +3.0% | -4.9% | -2.5% |
| 30D | -11.0% | +12.5% | -23.5% | -13.6% |
| 3M | -39.3% | +26.9% | -66.3% | -42.9% |
| 6M | +19.8% | -9.4% | +29.3% | +19.4% |
| YTD | +31.1% | +20.3% | +10.8% | +25.3% |
| 1Y | +46.0% | +33.8% | +12.2% | +37.9% |
| All | -27.5% | +344.0% | -371.5% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling