-17.0%
TEAM vs AEM
+344.0%
-361.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | -4.7% | +3.0% | -7.7% | -4.8% |
| 30D | +17.0% | +12.5% | +4.5% | +16.2% |
| 3M | +85.9% | +26.9% | +59.0% | +84.4% |
| 6M | +116.7% | -9.4% | +126.1% | +116.5% |
| YTD | +9.6% | +20.3% | -10.6% | +5.6% |
| 1Y | -2.5% | +33.8% | -36.3% | -8.3% |
| All | -17.0% | +344.0% | -361.0% | -45.7% |
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 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