+1.3%
U vs AEM
+32.6%
-31.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +3.9% |
| 7D | +5.5% | -2.1% | +7.7% | +6.3% |
| 30D | -1.3% | +8.4% | -9.7% | -4.5% |
| 3M | +64.6% | +27.3% | +37.3% | +49.7% |
| 6M | +119.4% | -9.7% | +129.0% | +121.7% |
| YTD | -0.5% | +19.0% | -19.4% | -3.8% |
| 1Y | +1.3% | +31.5% | -30.2% | -0.5% |
| All | +1.3% | +32.6% | -31.3% | -0.5% |
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