+240.8%
TMUS vs AEM
+356.4%
-115.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.4% | +0.4% |
| 7D | +9.5% | +13.9% | -4.4% | +8.9% |
| 30D | +13.8% | +0.8% | +13.0% | +13.7% |
| 3M | -4.6% | +5.8% | -10.3% | -5.0% |
| 6M | -11.7% | -1.0% | -10.7% | -11.9% |
| YTD | -15.4% | +13.1% | -28.5% | -16.6% |
| 1Y | -16.1% | +14.4% | -30.6% | -17.5% |
| 3Y | +20.5% | +325.7% | -305.2% | +6.7% |
| 5Y | +48.7% | +273.7% | -225.0% | +31.8% |
| 10Y | +240.8% | +390.1% | -149.3% | +200.3% |
| All | +240.8% | +356.4% | -115.6% | +200.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling