+9.1%
TE vs AEM
+301.1%
-291.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.1% |
| 7D | -19.1% | -6.8% | -12.2% | -16.6% |
| 30D | -34.1% | +0.8% | -35.0% | -34.9% |
| 3M | -60.1% | -0.8% | -59.3% | -60.2% |
| 6M | -66.0% | -8.5% | -57.4% | -65.4% |
| YTD | -71.4% | +5.9% | -77.4% | -72.2% |
| 1Y | -45.3% | +6.6% | -51.9% | -46.7% |
| 3Y | +9.1% | +302.2% | -293.1% | -34.1% |
| All | +9.1% | +301.1% | -291.9% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling