+2,213.5%
AEM vs EL
+1,685.7%
+527.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -1.6% |
| 7D | -0.5% | +0.8% | -1.3% | -0.6% |
| 30D | +24.0% | +19.8% | +4.2% | +21.0% |
| 3M | +16.1% | +25.7% | -9.6% | +12.5% |
| 6M | -11.6% | +5.4% | -17.1% | -12.7% |
| YTD | +21.5% | +0.2% | +21.3% | +20.4% |
| 1Y | +39.2% | +20.4% | +18.7% | +34.4% |
| 3Y | +347.4% | -32.1% | +379.6% | +353.1% |
| 5Y | +290.1% | -67.2% | +357.3% | +329.1% |
| 10Y | +357.8% | +31.7% | +326.0% | +308.5% |
| All | +2,213.5% | +1,685.7% | +527.7% | +1,538.3% |
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