+343.5%
AEM vs EL
-32.9%
+376.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.2% | +0.7% |
| 7D | +3.0% | -2.4% | +5.4% | +3.3% |
| 30D | +12.5% | +13.7% | -1.2% | +10.6% |
| 3M | +26.9% | +14.5% | +12.4% | +24.7% |
| 6M | -9.4% | +7.4% | -16.9% | -10.8% |
| YTD | +20.3% | -4.7% | +25.0% | +19.6% |
| 1Y | +33.8% | +12.9% | +20.8% | +31.2% |
| All | +343.5% | -32.9% | +376.4% | +361.6% |
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