+2,650.1%
TSLA vs AEM
+369.2%
+2,280.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.8% | -0.7% |
| 7D | -3.4% | -5.0% | +1.6% | -2.6% |
| 30D | +9.2% | +8.5% | +0.8% | +7.7% |
| 3M | -4.7% | +29.3% | -34.0% | -8.8% |
| 6M | -8.9% | -12.9% | +4.0% | -7.6% |
| YTD | -19.2% | +16.8% | -35.9% | -21.8% |
| 1Y | +4.5% | +29.8% | -25.3% | -0.6% |
| 3Y | +46.3% | +336.7% | -290.4% | +14.4% |
| 5Y | +48.1% | +299.9% | -251.8% | +14.5% |
| All | +2,650.1% | +369.2% | +2,280.9% | +1,993.7% |
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