+1,895.7%
TER vs AEM
+349.9%
+1,545.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +3.1% |
| 7D | +12.4% | +3.0% | +9.4% | +11.6% |
| 30D | +5.1% | +12.5% | -7.4% | +2.2% |
| 3M | +4.0% | +26.9% | -23.0% | -1.6% |
| 6M | +29.5% | -9.4% | +39.0% | +30.9% |
| YTD | +98.5% | +20.3% | +78.2% | +91.3% |
| 1Y | +234.1% | +33.8% | +200.3% | +216.3% |
| 3Y | +289.0% | +349.8% | -60.8% | +198.9% |
| 5Y | +228.2% | +301.0% | -72.8% | +151.4% |
| 10Y | +1,895.7% | +376.1% | +1,519.6% | +1,361.8% |
| All | +1,895.7% | +349.9% | +1,545.7% | +1,361.8% |
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