-44.8%
TOST vs AEM
+302.3%
-347.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | +0.4% |
| 7D | +3.0% | +13.9% | -10.9% | 0.0% |
| 30D | +10.3% | +0.8% | +9.5% | +9.8% |
| 3M | -3.3% | +5.8% | -9.0% | -5.2% |
| 6M | +37.8% | -1.0% | +38.8% | +36.4% |
| YTD | -2.8% | +13.1% | -15.9% | -9.5% |
| 1Y | -9.6% | +14.4% | -24.0% | -16.3% |
| 3Y | +144.6% | +325.7% | -181.1% | +39.6% |
| 5Y | -31.0% | +273.7% | -304.7% | -62.1% |
| All | -44.8% | +302.3% | -347.1% | -71.2% |
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