+484.0%
V vs AEM
+412.5%
+71.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.9% | -6.8% | +7.8% | +1.4% |
| 30D | +9.0% | +0.8% | +8.2% | +8.8% |
| 3M | +16.7% | -0.8% | +17.6% | +16.5% |
| 6M | +33.4% | -8.5% | +41.9% | +33.7% |
| YTD | +22.4% | +5.9% | +16.4% | +20.6% |
| 1Y | +27.7% | +6.6% | +21.1% | +25.8% |
| 3Y | +78.0% | +302.2% | -224.2% | +54.4% |
| 5Y | +108.5% | +250.8% | -142.3% | +80.9% |
| All | +484.0% | +412.5% | +71.5% | +392.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling