+408.6%
AEM vs ECL
+192.9%
+215.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -2.9% | -3.8% |
| 7D | -5.6% | -0.5% | -5.2% | -5.5% |
| 30D | -3.9% | +6.6% | -10.4% | -5.4% |
| 3M | -3.4% | +9.6% | -13.1% | -5.6% |
| 6M | -9.0% | +21.6% | -30.6% | -13.4% |
| YTD | +5.9% | +16.9% | -11.0% | +2.1% |
| 1Y | +4.0% | +17.9% | -13.9% | 0.0% |
| 3Y | +298.8% | +76.5% | +222.3% | +247.2% |
| 5Y | +250.7% | +36.6% | +214.1% | +215.7% |
| All | +408.6% | +192.9% | +215.7% | +329.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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