+3,594.0%
AEM vs ECL
+13,009.7%
-9,415.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.5% | -2.6% | +2.1% | 0.0% |
| 30D | +24.0% | -2.2% | +26.2% | +24.5% |
| 3M | +16.1% | +10.1% | +6.0% | +14.1% |
| 6M | -11.6% | -5.7% | -5.9% | -10.7% |
| YTD | +21.5% | +7.0% | +14.6% | +20.2% |
| 1Y | +39.2% | +2.7% | +36.5% | +38.5% |
| 3Y | +347.4% | +57.7% | +289.7% | +311.7% |
| 5Y | +290.1% | +31.1% | +259.0% | +266.1% |
| 10Y | +357.8% | +150.9% | +206.9% | +279.8% |
| All | +3,594.0% | +13,009.7% | -9,415.7% | +3,021.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling