+67.6%
UBER vs AEM
+409.6%
-341.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.6% | -6.8% | +8.5% | +3.0% |
| 30D | +0.6% | +0.8% | -0.2% | +0.2% |
| 3M | -8.2% | -0.8% | -7.3% | -8.4% |
| 6M | -6.7% | -8.5% | +1.8% | -6.0% |
| YTD | -14.7% | +5.9% | -20.7% | -17.7% |
| 1Y | -24.1% | +6.6% | -30.7% | -26.9% |
| 3Y | +33.4% | +302.2% | -268.8% | -6.5% |
| 5Y | +54.5% | +250.8% | -196.3% | +8.7% |
| All | +67.6% | +409.6% | -341.9% | +7.7% |
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 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