-38.4%
U vs AEM
+167.8%
-206.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.2% |
| 7D | 0.0% | -5.0% | +5.0% | +1.5% |
| 30D | -4.1% | +8.5% | -12.6% | -6.9% |
| 3M | +57.8% | +29.3% | +28.5% | +44.9% |
| 6M | +103.5% | -12.9% | +116.5% | +109.2% |
| YTD | -4.8% | +16.8% | -21.5% | -9.9% |
| 1Y | -2.4% | +29.8% | -32.2% | -11.4% |
| 3Y | +11.7% | +336.7% | -325.1% | -31.7% |
| 5Y | -68.9% | +299.9% | -368.8% | -81.2% |
| All | -38.4% | +167.8% | -206.3% | -57.6% |
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