+533.2%
XYZ vs AEM
+828.0%
-294.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -1.7% | +24.0% | -25.7% | -5.3% |
| 3M | +16.7% | +16.1% | +0.7% | +13.4% |
| 6M | +26.9% | -11.6% | +38.5% | +28.4% |
| YTD | +27.1% | +21.5% | +5.6% | +22.2% |
| 1Y | +9.3% | +39.2% | -29.9% | +2.3% |
| 3Y | +42.3% | +347.4% | -305.2% | +8.7% |
| 5Y | -69.3% | +290.1% | -359.5% | -76.6% |
| 10Y | +586.8% | +357.8% | +229.0% | +437.7% |
| All | +533.2% | +828.0% | -294.8% | +444.8% |
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