-53.2%
TE vs AEM
+302.1%
-355.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -4.0% | -0.5% | -3.5% | -3.8% |
| 30D | -15.9% | +24.0% | -39.9% | -20.5% |
| 3M | -60.5% | +16.1% | -76.6% | -62.0% |
| 6M | -35.2% | -11.6% | -23.6% | -34.3% |
| YTD | -31.1% | +21.5% | -52.7% | -34.4% |
| 1Y | +148.6% | +39.2% | +109.5% | +131.6% |
| 3Y | -26.4% | +347.4% | -373.8% | -45.2% |
| 5Y | -48.0% | +290.1% | -338.2% | -61.6% |
| All | -53.2% | +302.1% | -355.2% | -65.3% |
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 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