+408.7%
AEM vs EAT
+320.8%
+87.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -6.8% | -4.0% | -2.9% | -6.6% |
| 30D | +0.8% | -2.9% | +3.7% | +1.0% |
| 3M | -0.8% | -16.9% | +16.0% | +0.4% |
| 6M | -8.5% | +57.0% | -65.5% | -11.9% |
| YTD | +5.9% | +38.2% | -32.2% | +2.7% |
| 1Y | +6.6% | +69.3% | -62.7% | +1.8% |
| 3Y | +302.2% | +483.0% | -180.8% | +245.0% |
| 5Y | +250.8% | +364.1% | -113.4% | +199.6% |
| All | +408.7% | +320.8% | +87.9% | +266.4% |
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