+297.5%
AEM vs ED
+71.7%
+225.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | +4.3% | +0.5% | +3.8% | +4.1% |
| 30D | +13.1% | +1.1% | +12.0% | +12.6% |
| 3M | +24.8% | +4.6% | +20.1% | +22.0% |
| 6M | -8.2% | -2.0% | -6.3% | -8.0% |
| YTD | +19.8% | +11.7% | +8.1% | +13.4% |
| 1Y | +32.1% | +15.7% | +16.3% | +22.5% |
| 3Y | +348.2% | +34.4% | +313.8% | +280.9% |
| 5Y | +297.5% | +67.3% | +230.2% | +206.2% |
| All | +297.5% | +71.7% | +225.8% | +206.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling