+301.0%
AEM vs EL
-68.4%
+369.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.2% | +0.8% |
| 7D | +3.0% | -2.4% | +5.4% | +3.4% |
| 30D | +12.5% | +13.7% | -1.2% | +10.2% |
| 3M | +26.9% | +14.5% | +12.4% | +24.2% |
| 6M | -9.4% | +7.4% | -16.9% | -11.0% |
| YTD | +20.3% | -4.7% | +25.0% | +19.7% |
| 1Y | +33.8% | +12.9% | +20.8% | +30.0% |
| 3Y | +349.8% | -32.2% | +382.0% | +366.3% |
| 5Y | +301.0% | -68.4% | +369.4% | +343.7% |
| All | +301.0% | -68.4% | +369.4% | +343.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling