+14,183.4%
TER vs AEM
+3,538.8%
+10,644.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.6% | +5.6% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | -8.3% | +24.0% | -32.3% | -10.1% |
| 3M | -12.2% | +16.1% | -28.3% | -13.4% |
| 6M | +17.1% | -11.6% | +28.7% | +18.1% |
| YTD | +84.7% | +21.5% | +63.1% | +81.8% |
| 1Y | +199.9% | +39.2% | +160.7% | +192.2% |
| 3Y | +232.8% | +347.4% | -114.7% | +195.7% |
| 5Y | +198.6% | +290.1% | -91.6% | +165.9% |
| 10Y | +1,669.7% | +357.8% | +1,312.0% | +1,432.2% |
| All | +14,183.4% | +3,538.8% | +10,644.6% | +10,987.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling