+638.0%
XYZ vs AEM
+366.3%
+271.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.8% | -1.2% | +2.6% |
| 7D | +14.9% | +17.8% | -2.9% | +11.1% |
| 30D | +14.7% | +6.2% | +8.4% | +13.1% |
| 3M | +12.1% | +12.5% | -0.4% | +9.1% |
| 6M | +18.3% | +4.4% | +13.9% | +16.3% |
| YTD | +36.1% | +19.2% | +16.8% | +29.7% |
| 1Y | +35.3% | +25.5% | +9.8% | +27.5% |
| 3Y | +73.5% | +346.4% | -273.0% | +22.9% |
| 5Y | -61.6% | +305.7% | -367.3% | -72.9% |
| 10Y | +638.0% | +375.9% | +262.1% | +446.6% |
| All | +638.0% | +366.3% | +271.7% | +446.6% |
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