+338.7%
AEM vs ELV
-2.1%
+340.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.8% |
| 7D | -2.1% | +3.2% | -5.3% | -2.3% |
| 30D | +8.4% | +5.4% | +3.1% | +8.1% |
| 3M | +27.3% | +5.4% | +21.9% | +26.7% |
| 6M | -9.7% | +45.7% | -55.4% | -11.6% |
| YTD | +19.0% | +21.2% | -2.2% | +17.2% |
| 1Y | +31.5% | +35.6% | -4.1% | +28.9% |
| 3Y | +338.7% | -2.0% | +340.7% | +343.0% |
| All | +338.7% | -2.1% | +340.8% | +343.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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