+3.7%
U vs AEM
+40.5%
-36.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -3.8% | -0.5% | -3.3% | -3.7% |
| 30D | +17.5% | +24.0% | -6.6% | +8.1% |
| 3M | +38.7% | +16.1% | +22.6% | +30.0% |
| 6M | +104.4% | -11.6% | +116.0% | +108.6% |
| YTD | -5.7% | +21.5% | -27.2% | -10.3% |
| 1Y | +3.7% | +39.2% | -35.5% | -9.4% |
| All | +3.7% | +40.5% | -36.8% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling