-0.9%
TLT vs AEM
+344.0%
-344.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | -0.3% | +3.0% | -3.3% | -0.4% |
| 30D | 0.0% | +12.5% | -12.5% | -0.7% |
| 3M | -2.9% | +26.9% | -29.8% | -4.2% |
| 6M | -6.3% | -9.4% | +3.2% | -6.0% |
| YTD | -3.3% | +20.3% | -23.6% | -4.8% |
| 1Y | -4.2% | +33.8% | -38.0% | -6.6% |
| All | -0.9% | +344.0% | -344.9% | -19.7% |
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