+311.9%
AEM vs ELV
+13.8%
+298.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.5% |
| 7D | +3.0% | -2.2% | +5.2% | +3.3% |
| 30D | +12.5% | -0.2% | +12.7% | +12.5% |
| 3M | +26.9% | -6.1% | +33.0% | +27.6% |
| 6M | -9.4% | +42.8% | -52.3% | -13.2% |
| YTD | +20.3% | +14.4% | +5.9% | +17.7% |
| 1Y | +33.8% | +28.6% | +5.2% | +29.1% |
| 3Y | +349.8% | -7.4% | +357.2% | +348.7% |
| All | +311.9% | +13.8% | +298.1% | +313.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling