+219.1%
TER vs AEM
+297.7%
-78.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.6% |
| 7D | +11.0% | +4.3% | +6.6% | +9.5% |
| 30D | -1.9% | +13.1% | -15.0% | -5.7% |
| 3M | -0.7% | +24.8% | -25.4% | -7.5% |
| 6M | +36.4% | -8.2% | +44.6% | +37.1% |
| YTD | +92.4% | +19.8% | +72.6% | +83.5% |
| 1Y | +213.5% | +32.1% | +181.5% | +193.2% |
| 3Y | +277.2% | +348.2% | -71.0% | +170.5% |
| 5Y | +219.1% | +297.5% | -78.3% | +116.9% |
| All | +219.1% | +297.7% | -78.5% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling