+346.7%
AEM vs ED
+109.0%
+237.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -5.0% | -1.9% | -3.2% | -4.6% |
| 30D | +8.5% | +0.1% | +8.4% | +8.4% |
| 3M | +29.3% | 0.0% | +29.3% | +28.9% |
| 6M | -12.9% | -2.5% | -10.4% | -12.7% |
| YTD | +16.8% | +10.1% | +6.7% | +13.1% |
| 1Y | +29.8% | +13.6% | +16.2% | +24.4% |
| 3Y | +336.7% | +32.4% | +304.3% | +299.9% |
| 5Y | +299.9% | +69.9% | +230.1% | +248.7% |
| All | +346.7% | +109.0% | +237.7% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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