+64.2%
T vs AEM
+296.4%
-232.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.8% |
| 7D | -3.1% | +3.0% | -6.1% | -3.3% |
| 30D | +4.6% | +12.5% | -7.9% | +3.6% |
| 3M | +12.2% | +26.9% | -14.7% | +10.0% |
| 6M | -6.5% | -9.4% | +3.0% | -5.8% |
| YTD | +4.9% | +20.3% | -15.4% | +2.0% |
| 1Y | -10.5% | +33.8% | -44.3% | -14.5% |
| 3Y | +104.6% | +349.8% | -245.2% | +63.4% |
| 5Y | +64.2% | +301.0% | -236.8% | +28.6% |
| All | +64.2% | +296.4% | -232.2% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling