-53.1%
TEAM vs AEM
+296.4%
-349.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | -4.7% | +3.0% | -7.7% | -4.9% |
| 30D | +17.0% | +12.5% | +4.5% | +15.5% |
| 3M | +85.9% | +26.9% | +59.0% | +81.8% |
| 6M | +116.7% | -9.4% | +126.1% | +117.5% |
| YTD | +9.6% | +20.3% | -10.6% | +5.0% |
| 1Y | -2.5% | +33.8% | -36.3% | -8.9% |
| 3Y | -14.0% | +349.8% | -363.8% | -37.7% |
| 5Y | -53.1% | +301.0% | -354.1% | -65.9% |
| All | -53.1% | +296.4% | -349.5% | -65.9% |
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