+584.9%
XYZ vs AEM
+412.5%
+172.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -1.1% | -6.8% | +5.8% | +0.5% |
| 30D | +11.5% | +0.8% | +10.7% | +11.3% |
| 3M | +1.8% | -0.8% | +2.6% | +1.8% |
| 6M | +21.2% | -8.5% | +29.7% | +22.6% |
| YTD | +29.9% | +5.9% | +24.0% | +26.9% |
| 1Y | +35.8% | +6.6% | +29.2% | +32.3% |
| 3Y | +62.6% | +302.2% | -239.6% | +17.3% |
| 5Y | -62.8% | +250.8% | -313.6% | -73.0% |
| All | +584.9% | +412.5% | +172.4% | +421.3% |
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