+343.5%
AEM vs EAT
+587.9%
-244.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.7% |
| 7D | +3.0% | -6.8% | +9.8% | +3.7% |
| 30D | +12.5% | -5.4% | +17.9% | +13.0% |
| 3M | +26.9% | +42.8% | -15.8% | +22.6% |
| 6M | -9.4% | +56.5% | -66.0% | -13.5% |
| YTD | +20.3% | +50.0% | -29.8% | +15.3% |
| 1Y | +33.8% | +38.3% | -4.5% | +29.3% |
| All | +343.5% | +587.9% | -244.4% | +231.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling