+1,077.0%
TER vs AEM
+380.6%
+696.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.4% | +10.7% | +8.8% |
| 7D | +5.9% | +1.4% | +4.5% | +5.5% |
| 30D | -30.8% | -1.2% | -29.6% | -30.8% |
| 3M | -29.9% | +2.5% | -32.5% | -30.7% |
| 6M | -27.5% | -5.1% | -22.4% | -27.3% |
| YTD | +37.5% | +10.4% | +27.1% | +34.5% |
| 1Y | +50.3% | +11.8% | +38.5% | +46.8% |
| 3Y | +204.9% | +315.6% | -110.8% | +136.2% |
| 5Y | +89.2% | +266.3% | -177.1% | +46.3% |
| 10Y | +1,077.0% | +427.4% | +649.6% | +758.0% |
| All | +1,077.0% | +380.6% | +696.4% | +758.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling