+126.1%
TLT vs AEM
+1,919.2%
-1,793.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.4% |
| 7D | -2.7% | -5.6% | +2.9% | -2.6% |
| 30D | +2.2% | -3.9% | +6.0% | +2.2% |
| 3M | -1.7% | -3.4% | +1.7% | -1.7% |
| 6M | -4.0% | -9.0% | +5.1% | -3.9% |
| YTD | -4.9% | +5.9% | -10.9% | -5.3% |
| 1Y | -7.4% | +4.0% | -11.4% | -7.7% |
| 3Y | +3.0% | +298.8% | -295.7% | -0.7% |
| 5Y | -35.1% | +250.7% | -285.8% | -37.4% |
| 10Y | -12.7% | +405.9% | -418.7% | -16.5% |
| All | +126.1% | +1,919.2% | -1,793.1% | +111.5% |
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