+2,889.7%
AEM vs EME
+62,686.5%
-59,796.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.8% |
| 7D | +4.3% | +5.2% | -0.8% | +3.5% |
| 30D | +13.1% | -5.4% | +18.5% | +13.9% |
| 3M | +24.8% | -6.1% | +30.9% | +25.5% |
| 6M | -8.2% | +9.7% | -17.9% | -9.9% |
| YTD | +19.8% | +26.6% | -6.7% | +15.1% |
| 1Y | +32.1% | +24.6% | +7.4% | +26.5% |
| 3Y | +348.2% | +249.6% | +98.6% | +261.0% |
| 5Y | +297.5% | +556.6% | -259.1% | +188.4% |
| 10Y | +343.3% | +1,286.6% | -943.3% | +172.5% |
| All | +2,889.7% | +62,686.5% | -59,796.8% | +1,294.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EME 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling