+105.5%
V vs AEM
+319.1%
-213.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -4.9% | -0.4% |
| 7D | -0.8% | +17.8% | -18.6% | -1.8% |
| 30D | +9.5% | +6.2% | +3.3% | +9.0% |
| 3M | +16.7% | +12.5% | +4.1% | +15.6% |
| 6M | +32.9% | +4.4% | +28.5% | +32.3% |
| YTD | +21.1% | +19.2% | +1.9% | +18.6% |
| 1Y | +26.6% | +25.5% | +1.1% | +23.4% |
| 3Y | +78.4% | +346.4% | -268.1% | +50.8% |
| 5Y | +105.5% | +305.7% | -200.2% | +78.7% |
| All | +105.5% | +319.1% | -213.6% | +78.7% |
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 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