+670.1%
TEL vs AEM
+644.9%
+25.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.6% |
| 7D | -1.4% | +4.3% | -5.8% | -1.9% |
| 30D | -4.9% | +13.1% | -18.0% | -6.2% |
| 3M | +0.1% | +24.8% | -24.7% | -2.5% |
| 6M | +0.4% | -8.2% | +8.6% | +0.8% |
| YTD | -8.9% | +19.8% | -28.7% | -11.1% |
| 1Y | -0.3% | +32.1% | -32.4% | -3.7% |
| 3Y | +67.6% | +348.2% | -280.6% | +42.5% |
| 5Y | +50.7% | +297.5% | -246.8% | +28.0% |
| 10Y | +288.6% | +343.3% | -54.7% | +217.1% |
| All | +670.1% | +644.9% | +25.2% | +412.3% |
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