-68.3%
U vs AEM
+296.4%
-364.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +4.4% | +3.0% | +1.4% | +3.3% |
| 30D | -1.3% | +12.5% | -13.8% | -5.5% |
| 3M | +49.6% | +26.9% | +22.6% | +37.3% |
| 6M | +100.2% | -9.4% | +109.6% | +103.5% |
| YTD | -3.7% | +20.3% | -24.0% | -10.2% |
| 1Y | -6.5% | +33.8% | -40.3% | -16.7% |
| 3Y | +12.9% | +349.8% | -336.9% | -35.6% |
| 5Y | -68.3% | +301.0% | -369.3% | -82.7% |
| All | -68.3% | +296.4% | -364.7% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling