+317.8%
TMUS vs AEM
+349.9%
-32.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.4% |
| 7D | -5.3% | +3.0% | -8.3% | -5.5% |
| 30D | +0.1% | +12.5% | -12.4% | -0.5% |
| 3M | -0.6% | +26.9% | -27.6% | -1.9% |
| 6M | -17.5% | -9.4% | -8.1% | -17.2% |
| YTD | -11.3% | +20.3% | -31.5% | -12.7% |
| 1Y | -25.4% | +33.8% | -59.2% | -27.4% |
| 3Y | +35.5% | +349.8% | -314.3% | +19.5% |
| 5Y | +41.9% | +301.0% | -259.1% | +25.0% |
| 10Y | +317.8% | +376.1% | -58.2% | +266.1% |
| All | +317.8% | +349.9% | -32.1% | +266.1% |
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