+70.3%
T vs AEM
+378.0%
-307.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.9% |
| 7D | +1.5% | -2.1% | +3.6% | +1.6% |
| 30D | +7.5% | +8.4% | -1.0% | +6.9% |
| 3M | +14.8% | +27.3% | -12.5% | +13.2% |
| 6M | -1.7% | -9.7% | +7.9% | -1.4% |
| YTD | +8.7% | +19.0% | -10.3% | +6.9% |
| 1Y | -7.5% | +31.5% | -38.9% | -9.8% |
| 3Y | +110.2% | +338.7% | -228.5% | +87.8% |
| 5Y | +71.6% | +307.4% | -235.8% | +52.6% |
| All | +70.3% | +378.0% | -307.7% | +52.1% |
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