+995.4%
TER vs AEM
+412.5%
+582.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +14.4% | -6.8% | +21.2% | +16.1% |
| 30D | -30.6% | +0.8% | -31.4% | -30.9% |
| 3M | -39.2% | -0.8% | -38.3% | -39.5% |
| 6M | -31.3% | -8.5% | -22.8% | -30.6% |
| YTD | +29.1% | +5.9% | +23.1% | +27.4% |
| 1Y | +47.4% | +6.6% | +40.8% | +45.4% |
| 3Y | +191.2% | +302.2% | -111.0% | +127.3% |
| 5Y | +74.0% | +250.8% | -176.8% | +35.8% |
| All | +995.4% | +412.5% | +582.9% | +704.5% |
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