+1,872.1%
T vs AEM
+3,538.8%
-1,666.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.9% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | +11.4% | +24.0% | -12.7% | +10.8% |
| 3M | +14.3% | +16.1% | -1.8% | +13.8% |
| 6M | -9.3% | -11.6% | +2.4% | -9.1% |
| YTD | +7.1% | +21.5% | -14.4% | +6.3% |
| 1Y | -9.1% | +39.2% | -48.3% | -10.1% |
| 3Y | +105.3% | +347.4% | -242.1% | +96.7% |
| 5Y | +66.8% | +290.1% | -223.3% | +59.9% |
| 10Y | +66.8% | +357.8% | -291.0% | +58.3% |
| All | +1,872.1% | +3,538.8% | -1,666.7% | +1,818.7% |
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