+319.1%
AEM vs EL
+3.5%
+315.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -1.2% | +12.3% | -13.5% | -2.9% |
| 3M | +2.5% | +28.4% | -25.9% | -1.3% |
| 6M | -5.1% | +36.7% | -41.8% | -9.4% |
| YTD | +10.4% | +8.4% | +2.0% | +7.5% |
| 1Y | +11.8% | +25.4% | -13.6% | +7.4% |
| All | +319.1% | +3.5% | +315.6% | +310.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling