+3,119.1%
AEM vs ED
+2,477.8%
+641.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -5.6% | -1.7% | -3.9% | -5.4% |
| 30D | -3.9% | +10.7% | -14.6% | -5.4% |
| 3M | -3.4% | +11.6% | -15.1% | -5.2% |
| 6M | -9.0% | +13.5% | -22.5% | -11.0% |
| YTD | +5.9% | +23.1% | -17.2% | +2.2% |
| 1Y | +4.0% | +23.1% | -19.1% | +0.2% |
| 3Y | +298.8% | +47.9% | +250.8% | +272.8% |
| 5Y | +250.7% | +83.9% | +166.8% | +218.7% |
| 10Y | +405.9% | +142.1% | +263.9% | +338.1% |
| All | +3,119.1% | +2,477.8% | +641.3% | +3,931.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling