+375.9%
AEM vs ES
+82.6%
+293.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.0% |
| 7D | +17.8% | -0.1% | +17.9% | +17.9% |
| 30D | +6.2% | +5.7% | +0.5% | +4.4% |
| 3M | +12.5% | -2.8% | +15.3% | +13.3% |
| 6M | +4.4% | +7.0% | -2.5% | +1.9% |
| YTD | +19.2% | +6.8% | +12.4% | +16.5% |
| 1Y | +25.5% | -0.5% | +26.0% | +24.6% |
| 3Y | +346.4% | +47.2% | +299.3% | +289.0% |
| 5Y | +305.7% | +2.3% | +303.4% | +292.6% |
| 10Y | +375.9% | +85.6% | +290.3% | +211.9% |
| All | +375.9% | +82.6% | +293.3% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling