+1,916.5%
AEM vs EL
+1,821.4%
+95.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -6.8% | +1.5% | -8.4% | -7.0% |
| 30D | +0.8% | +10.0% | -9.2% | -0.5% |
| 3M | -0.8% | +28.4% | -29.3% | -4.3% |
| 6M | -8.5% | +37.1% | -45.6% | -12.6% |
| YTD | +5.9% | +7.8% | -1.9% | +3.8% |
| 1Y | +6.6% | +26.0% | -19.4% | +2.3% |
| 3Y | +302.2% | +3.8% | +298.4% | +285.8% |
| 5Y | +250.8% | -65.2% | +316.0% | +282.6% |
| 10Y | +406.1% | +62.1% | +343.9% | +338.4% |
| All | +1,916.5% | +1,821.4% | +95.1% | +1,312.2% |
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