+554.0%
XYZ vs AEM
+768.4%
-214.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | +12.1% | +15.8% | -3.7% | +9.4% |
| 30D | +12.4% | +6.2% | +6.2% | +11.1% |
| 3M | +8.2% | +14.3% | -6.2% | +5.5% |
| 6M | +20.7% | +1.4% | +19.3% | +19.7% |
| YTD | +31.3% | +13.7% | +17.6% | +27.4% |
| 1Y | +20.5% | +21.3% | -0.8% | +15.7% |
| 3Y | +72.6% | +309.9% | -237.3% | +33.6% |
| 5Y | -64.0% | +301.0% | -364.9% | -72.4% |
| 10Y | +601.8% | +344.0% | +257.8% | +456.6% |
| All | +554.0% | +768.4% | -214.4% | +468.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling