+192.8%
TER vs AEM
+348.5%
-155.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.8% | +7.9% | +11.1% |
| 7D | -5.8% | +17.8% | -23.6% | -11.3% |
| 30D | -38.9% | +6.2% | -45.1% | -40.3% |
| 3M | -35.1% | +12.5% | -47.7% | -38.3% |
| 6M | -31.6% | +4.4% | -36.0% | -33.8% |
| YTD | +27.2% | +19.2% | +8.0% | +20.4% |
| 1Y | +35.2% | +25.5% | +9.7% | +26.9% |
| 3Y | +192.8% | +346.4% | -153.6% | +93.5% |
| All | +192.8% | +348.5% | -155.7% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling