-26.5%
TMUS vs AEM
+40.5%
-67.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.6% |
| 7D | +0.1% | -0.5% | +0.6% | 0.0% |
| 30D | +5.3% | +24.0% | -18.8% | +7.8% |
| 3M | +3.1% | +16.1% | -13.0% | +5.3% |
| 6M | -16.5% | -11.6% | -4.8% | -16.7% |
| YTD | -9.2% | +21.5% | -30.7% | -6.2% |
| 1Y | -26.5% | +39.2% | -65.7% | -24.2% |
| All | -26.5% | +40.5% | -67.0% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling