-34.9%
TLT vs AEM
+296.4%
-331.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | -0.3% | +3.0% | -3.3% | -0.5% |
| 30D | 0.0% | +12.5% | -12.5% | -1.0% |
| 3M | -2.9% | +26.9% | -29.8% | -4.9% |
| 6M | -6.3% | -9.4% | +3.2% | -5.9% |
| YTD | -3.3% | +20.3% | -23.6% | -5.5% |
| 1Y | -4.2% | +33.8% | -38.0% | -7.6% |
| 3Y | -1.7% | +349.8% | -351.5% | -18.3% |
| 5Y | -34.9% | +301.0% | -335.9% | -46.4% |
| All | -34.9% | +296.4% | -331.3% | -46.4% |
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