+597.9%
XYZ vs AEM
+369.2%
+228.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.2% |
| 7D | -5.2% | -5.0% | -0.1% | -4.2% |
| 30D | 0.0% | +8.5% | -8.5% | -1.7% |
| 3M | +18.7% | +29.3% | -10.6% | +12.2% |
| 6M | +20.5% | -12.9% | +33.5% | +22.8% |
| YTD | +21.5% | +16.8% | +4.7% | +16.6% |
| 1Y | +7.2% | +29.8% | -22.6% | +0.2% |
| 3Y | +49.0% | +336.7% | -287.8% | +6.8% |
| 5Y | -68.1% | +299.9% | -368.0% | -77.2% |
| All | +597.9% | +369.2% | +228.7% | +424.0% |
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