-39.0%
U vs AEM
+178.8%
-217.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.6% |
| 3M | +38.7% | +16.1% | +22.6% | +31.6% |
| 6M | +104.4% | -11.6% | +116.0% | +109.0% |
| YTD | -5.7% | +21.5% | -27.2% | -11.9% |
| 1Y | +3.7% | +39.2% | -35.5% | -7.7% |
| 3Y | +12.3% | +347.4% | -335.1% | -31.8% |
| 5Y | -68.8% | +290.1% | -359.0% | -81.2% |
| All | -39.0% | +178.8% | -217.8% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling