+209.9%
ON vs AEM
+4,709.2%
-4,499.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.1% |
| 7D | +2.4% | -0.5% | +3.0% | +2.5% |
| 30D | -3.3% | +24.0% | -27.3% | -5.8% |
| 3M | -43.6% | +16.1% | -59.7% | -44.6% |
| 6M | +19.0% | -11.6% | +30.6% | +20.1% |
| YTD | +37.4% | +21.5% | +15.8% | +33.7% |
| 1Y | +54.8% | +39.2% | +15.6% | +48.3% |
| 3Y | -25.2% | +347.4% | -372.6% | -37.6% |
| 5Y | +62.7% | +290.1% | -227.4% | +36.0% |
| 10Y | +574.3% | +357.8% | +216.6% | +437.9% |
| All | +209.9% | +4,709.2% | -4,499.3% | +196.6% |
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