+8,187.2%
TMO vs AEM
+3,461.2%
+4,726.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | -0.6% | -2.1% | +1.5% | -0.5% |
| 30D | +1.1% | +8.4% | -7.3% | +0.7% |
| 3M | +28.3% | +27.3% | +1.0% | +26.8% |
| 6M | +23.3% | -9.7% | +32.9% | +23.6% |
| YTD | +5.5% | +19.0% | -13.5% | +4.4% |
| 1Y | +24.5% | +31.5% | -6.9% | +22.6% |
| 3Y | +19.6% | +338.7% | -319.1% | +11.3% |
| 5Y | +8.1% | +307.4% | -299.3% | +0.5% |
| 10Y | +336.7% | +370.9% | -34.1% | +300.5% |
| All | +8,187.2% | +3,461.2% | +4,726.0% | +7,367.5% |
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