+320.5%
TMUS vs AEM
+610.1%
-289.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +5.3% | +24.0% | -18.8% | +3.0% |
| 3M | +3.1% | +16.1% | -13.0% | +1.3% |
| 6M | -16.5% | -11.6% | -4.8% | -16.0% |
| YTD | -9.2% | +21.5% | -30.7% | -11.9% |
| 1Y | -26.5% | +39.2% | -65.7% | -30.0% |
| 3Y | +39.0% | +347.4% | -308.4% | +15.8% |
| 5Y | +40.4% | +290.1% | -249.8% | +17.0% |
| 10Y | +303.7% | +357.8% | -54.1% | +219.4% |
| All | +320.5% | +610.1% | -289.7% | +147.5% |
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