+181.2%
TSCO vs AEM
+378.0%
-196.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.7% |
| 7D | -5.7% | -2.1% | -3.5% | -5.5% |
| 30D | -8.8% | +8.4% | -17.2% | -9.4% |
| 3M | +6.3% | +27.3% | -21.0% | +4.3% |
| 6M | -32.3% | -9.7% | -22.6% | -31.9% |
| YTD | -32.7% | +19.0% | -51.7% | -33.7% |
| 1Y | -43.7% | +31.5% | -75.2% | -44.9% |
| 3Y | -19.7% | +338.7% | -358.4% | -27.9% |
| 5Y | -11.6% | +307.4% | -319.0% | -21.1% |
| All | +181.2% | +378.0% | -196.8% | +155.8% |
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