+346.7%
AEM vs EAT
+379.9%
-33.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.9% |
| 7D | -5.0% | -6.2% | +1.2% | -4.6% |
| 30D | +8.5% | -3.0% | +11.5% | +8.6% |
| 3M | +29.3% | +45.6% | -16.4% | +25.5% |
| 6M | -12.9% | +53.5% | -66.5% | -16.0% |
| YTD | +16.8% | +49.6% | -32.8% | +12.7% |
| 1Y | +29.8% | +38.9% | -9.1% | +25.8% |
| 3Y | +336.7% | +589.7% | -252.9% | +271.4% |
| 5Y | +299.9% | +318.7% | -18.7% | +244.3% |
| All | +346.7% | +379.9% | -33.2% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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