+297.5%
AEM vs ECL
+29.5%
+267.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +4.3% | -0.8% | +5.1% | +4.6% |
| 30D | +13.1% | -2.5% | +15.6% | +14.0% |
| 3M | +24.8% | +8.3% | +16.4% | +21.8% |
| 6M | -8.2% | -1.1% | -7.2% | -8.1% |
| YTD | +19.8% | +6.5% | +13.3% | +17.9% |
| 1Y | +32.1% | +2.1% | +30.0% | +31.2% |
| 3Y | +348.2% | +57.6% | +290.6% | +290.9% |
| 5Y | +297.5% | +28.1% | +269.4% | +247.4% |
| All | +297.5% | +29.5% | +267.9% | +247.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling