-46.7%
TOST vs AEM
+326.4%
-373.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | -0.9% | +4.3% | -5.2% | -1.8% |
| 30D | -3.5% | +13.1% | -16.6% | -6.3% |
| 3M | +38.1% | +24.8% | +13.3% | +30.6% |
| 6M | +9.9% | -8.2% | +18.1% | +11.0% |
| YTD | -6.3% | +19.8% | -26.1% | -13.4% |
| 1Y | -18.3% | +32.1% | -50.4% | -27.6% |
| 3Y | +59.7% | +348.2% | -288.5% | -9.4% |
| All | -46.7% | +326.4% | -373.1% | -72.4% |
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