+38.8%
TMUS vs AEM
+349.6%
-310.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | -0.3% | +4.3% | -4.6% | -0.1% |
| 30D | +3.1% | +13.1% | -10.0% | +3.5% |
| 3M | +2.4% | +24.8% | -22.4% | +3.1% |
| 6M | -17.1% | -8.2% | -8.8% | -16.6% |
| YTD | -9.1% | +19.8% | -28.9% | -9.0% |
| 1Y | -23.6% | +32.1% | -55.7% | -24.1% |
| 3Y | +38.8% | +348.2% | -309.3% | +34.1% |
| All | +38.8% | +349.6% | -310.8% | +34.1% |
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 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