+19.6%
TMO vs AEM
+339.2%
-319.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.9% |
| 7D | -0.6% | -2.1% | +1.5% | -0.4% |
| 30D | +1.1% | +8.4% | -7.3% | +0.2% |
| 3M | +28.3% | +27.3% | +1.0% | +25.1% |
| 6M | +23.3% | -9.7% | +32.9% | +24.0% |
| YTD | +5.5% | +19.0% | -13.5% | +3.7% |
| 1Y | +24.5% | +31.5% | -6.9% | +21.2% |
| 3Y | +19.6% | +338.7% | -319.1% | -5.4% |
| All | +19.6% | +339.2% | -319.6% | -5.4% |
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 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