+1,622.6%
T vs AEM
+3,071.7%
-1,449.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.5% | -6.8% | +9.4% | +2.7% |
| 30D | -3.8% | +0.8% | -4.6% | -3.8% |
| 3M | -8.7% | -0.8% | -7.9% | -8.8% |
| 6M | -8.1% | -8.5% | +0.4% | -8.1% |
| YTD | -6.4% | +5.9% | -12.4% | -6.9% |
| 1Y | -9.8% | +6.6% | -16.4% | -10.2% |
| 3Y | +65.5% | +302.2% | -236.7% | +58.9% |
| 5Y | +57.0% | +250.8% | -193.8% | +50.7% |
| 10Y | +60.8% | +406.1% | -345.3% | +52.4% |
| All | +1,622.6% | +3,071.7% | -1,449.2% | +1,580.2% |
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