+3,594.0%
AEM vs ED
+2,217.3%
+1,376.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.0% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +24.0% | -0.1% | +24.2% | +24.0% |
| 3M | +16.1% | +3.9% | +12.2% | +15.2% |
| 6M | -11.6% | -3.0% | -8.6% | -11.4% |
| YTD | +21.5% | +10.7% | +10.9% | +19.3% |
| 1Y | +39.2% | +13.3% | +25.8% | +35.9% |
| 3Y | +347.4% | +34.5% | +312.9% | +324.8% |
| 5Y | +290.1% | +67.1% | +223.0% | +260.2% |
| 10Y | +357.8% | +103.0% | +254.7% | +306.7% |
| All | +3,594.0% | +2,217.3% | +1,376.7% | +4,606.1% |
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