+3,336.5%
AEM vs ECL
+14,303.5%
-10,967.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.9% | -5.1% |
| 7D | +13.9% | +0.4% | +13.4% | +13.8% |
| 30D | +0.8% | +8.6% | -7.8% | -0.7% |
| 3M | +5.8% | +7.9% | -2.1% | +4.3% |
| 6M | -1.0% | +21.0% | -22.0% | -4.3% |
| YTD | +13.1% | +17.5% | -4.4% | +9.9% |
| 1Y | +14.4% | +19.7% | -5.2% | +10.9% |
| 3Y | +325.7% | +77.4% | +248.3% | +283.9% |
| 5Y | +273.7% | +38.7% | +235.0% | +247.2% |
| 10Y | +390.1% | +193.5% | +196.6% | +296.0% |
| All | +3,336.5% | +14,303.5% | -10,967.0% | +2,755.4% |
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 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