+330.6%
AEM vs EME
+237.6%
+93.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -5.0% | +0.9% | -6.0% | -5.2% |
| 30D | +8.5% | -8.4% | +16.8% | +9.9% |
| 3M | +29.3% | -3.6% | +32.9% | +29.4% |
| 6M | -12.9% | +3.6% | -16.5% | -13.5% |
| YTD | +16.8% | +22.5% | -5.7% | +13.8% |
| 1Y | +29.8% | +18.2% | +11.6% | +26.0% |
| All | +330.6% | +237.6% | +93.0% | +291.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling