-20.8%
TLT vs AEM
+369.2%
-390.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.9% |
| 7D | -1.6% | -5.0% | +3.5% | -1.2% |
| 30D | -1.3% | +8.5% | -9.8% | -2.0% |
| 3M | -3.7% | +29.3% | -33.0% | -5.8% |
| 6M | -6.4% | -12.9% | +6.6% | -5.8% |
| YTD | -4.5% | +16.8% | -21.2% | -6.3% |
| 1Y | -5.9% | +29.8% | -35.7% | -8.6% |
| 3Y | -2.8% | +336.7% | -339.5% | -15.9% |
| 5Y | -35.1% | +299.9% | -335.0% | -44.0% |
| All | -20.8% | +369.2% | -390.0% | -33.9% |
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 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