+290.8%
TMUS vs AEM
+596.5%
-305.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.8% | -0.7% | +3.7% |
| 7D | +5.3% | +17.8% | -12.5% | +3.8% |
| 30D | +13.5% | +6.2% | +7.3% | +12.8% |
| 3M | -4.2% | +12.5% | -16.8% | -5.7% |
| 6M | -11.9% | +4.4% | -16.3% | -12.9% |
| YTD | -15.6% | +19.2% | -34.8% | -18.2% |
| 1Y | -16.8% | +25.5% | -42.3% | -19.9% |
| 3Y | +20.8% | +346.4% | -325.6% | +0.4% |
| 5Y | +48.0% | +305.7% | -257.6% | +22.6% |
| 10Y | +234.7% | +375.9% | -141.2% | +163.3% |
| All | +290.8% | +596.5% | -305.7% | +129.9% |
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