-72.4%
U vs AEM
+266.3%
-338.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +3.0% | -0.4% |
| 7D | +24.4% | +13.9% | +10.5% | +19.0% |
| 30D | +7.4% | +0.8% | +6.6% | +7.0% |
| 3M | +16.8% | +5.8% | +11.0% | +13.8% |
| 6M | +78.8% | -1.0% | +79.7% | +76.8% |
| YTD | +14.0% | +13.1% | +0.9% | +7.9% |
| 1Y | +16.7% | +14.4% | +2.3% | +9.9% |
| 3Y | +86.4% | +325.7% | -239.3% | +5.8% |
| All | -72.4% | +266.3% | -338.7% | -81.5% |
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 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