+2,570.6%
AEM vs ELV
+2,500.7%
+69.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.9% | -7.9% | -3.5% |
| 7D | -5.0% | +0.4% | -5.5% | -5.1% |
| 30D | +8.5% | +6.7% | +1.8% | +7.6% |
| 3M | +29.3% | +3.0% | +26.3% | +28.7% |
| 6M | -12.9% | +48.0% | -60.9% | -16.9% |
| YTD | +16.8% | +20.0% | -3.3% | +13.8% |
| 1Y | +29.8% | +37.9% | -8.1% | +24.4% |
| 3Y | +336.7% | -2.8% | +339.6% | +331.3% |
| 5Y | +299.9% | +24.8% | +275.1% | +282.3% |
| 10Y | +362.2% | +275.1% | +87.1% | +272.3% |
| All | +2,570.6% | +2,500.7% | +69.9% | +1,543.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling