+7.2%
XYZ vs AEM
+28.8%
-21.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.1% |
| 7D | -5.2% | -5.0% | -0.1% | -4.2% |
| 30D | 0.0% | +8.5% | -8.5% | -1.5% |
| 3M | +18.7% | +29.3% | -10.6% | +12.7% |
| 6M | +20.5% | -12.9% | +33.5% | +22.6% |
| YTD | +21.5% | +16.8% | +4.7% | +21.9% |
| 1Y | +7.2% | +29.8% | -22.6% | +11.5% |
| All | +7.2% | +28.8% | -21.6% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling