-48.5%
TE vs AEM
+294.2%
-342.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -5.6% |
| 7D | +0.9% | -5.0% | +5.9% | +2.8% |
| 30D | -16.3% | +8.5% | -24.7% | -18.9% |
| 3M | -40.8% | +29.3% | -70.0% | -46.1% |
| 6M | -42.6% | -12.9% | -29.7% | -40.9% |
| YTD | -31.4% | +16.8% | -48.2% | -35.5% |
| 1Y | +144.9% | +29.8% | +115.1% | +123.6% |
| 3Y | -26.0% | +336.7% | -362.7% | -55.7% |
| 5Y | -48.5% | +299.9% | -348.4% | -69.3% |
| All | -48.5% | +294.2% | -342.6% | -69.3% |
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