+355.1%
AEM vs EL
+26.1%
+328.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | -2.1% | -6.5% | +4.4% | -1.2% |
| 30D | +8.4% | +11.1% | -2.7% | +6.9% |
| 3M | +27.3% | +10.7% | +16.6% | +25.5% |
| 6M | -9.7% | +6.9% | -16.5% | -10.9% |
| YTD | +19.0% | -6.3% | +25.2% | +18.8% |
| 1Y | +31.5% | +13.5% | +18.0% | +28.2% |
| 3Y | +338.7% | -33.1% | +371.8% | +347.4% |
| 5Y | +307.4% | -68.8% | +376.2% | +347.3% |
| All | +355.1% | +26.1% | +328.9% | +319.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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