+29.8%
AEM vs ECL
+1.7%
+28.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -5.0% | -2.6% | -2.4% | -3.7% |
| 30D | +8.5% | -4.6% | +13.0% | +11.1% |
| 3M | +29.3% | +6.0% | +23.3% | +24.9% |
| 6M | -12.9% | -3.0% | -10.0% | -12.0% |
| YTD | +16.8% | +4.0% | +12.7% | +17.1% |
| 1Y | +29.8% | +2.0% | +27.8% | +32.1% |
| All | +29.8% | +1.7% | +28.1% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling