+67.1%
V vs AEM
+297.7%
-230.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | -1.1% | +4.3% | -5.4% | -1.3% |
| 30D | +1.9% | +13.1% | -11.2% | +1.1% |
| 3M | +15.5% | +24.8% | -9.3% | +13.9% |
| 6M | +16.6% | -8.2% | +24.9% | +17.3% |
| YTD | +5.7% | +19.8% | -14.1% | +3.8% |
| 1Y | +8.6% | +32.1% | -23.5% | +5.3% |
| 3Y | +52.5% | +348.2% | -295.7% | +29.9% |
| 5Y | +67.1% | +297.5% | -230.3% | +40.8% |
| All | +67.1% | +297.7% | -230.5% | +40.8% |
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