+1,916.0%
AEM vs EL
+1,800.1%
+116.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -3.8% |
| 7D | -5.6% | +2.7% | -8.3% | -6.0% |
| 30D | -3.9% | +10.8% | -14.7% | -5.3% |
| 3M | -3.4% | +26.5% | -29.9% | -6.6% |
| 6M | -9.0% | +31.1% | -40.2% | -12.6% |
| YTD | +5.9% | +6.6% | -0.7% | +3.9% |
| 1Y | +4.0% | +21.8% | -17.8% | +0.2% |
| 3Y | +298.8% | +1.8% | +297.0% | +283.6% |
| 5Y | +250.7% | -65.6% | +316.3% | +283.1% |
| 10Y | +405.9% | +60.3% | +345.6% | +339.0% |
| All | +1,916.0% | +1,800.1% | +116.0% | +1,314.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling