+3,255.3%
AEM vs ED
+2,474.3%
+781.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | -1.2% | +11.2% | -12.4% | -2.9% |
| 3M | +2.5% | +11.8% | -9.2% | +0.7% |
| 6M | -5.1% | +14.1% | -19.2% | -7.3% |
| YTD | +10.4% | +23.0% | -12.6% | +6.5% |
| 1Y | +11.8% | +23.7% | -11.9% | +7.7% |
| 3Y | +315.6% | +47.7% | +267.9% | +288.7% |
| 5Y | +266.3% | +82.6% | +183.6% | +233.1% |
| 10Y | +427.4% | +141.8% | +285.6% | +356.8% |
| All | +3,255.3% | +2,474.3% | +781.0% | +4,103.2% |
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 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