+57.6%
T vs AEM
+257.7%
-200.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.8% | +1.6% |
| 7D | +2.0% | +1.4% | +0.6% | +1.9% |
| 30D | -1.0% | -1.2% | +0.2% | -1.1% |
| 3M | -8.1% | +2.5% | -10.7% | -8.6% |
| 6M | -8.3% | -5.1% | -3.2% | -8.2% |
| YTD | -6.1% | +10.4% | -16.5% | -8.4% |
| 1Y | -7.4% | +11.8% | -19.1% | -9.8% |
| 3Y | +65.4% | +315.6% | -250.2% | +32.3% |
| 5Y | +57.6% | +266.3% | -208.6% | +24.6% |
| All | +57.6% | +257.7% | -200.0% | +24.6% |
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