+390.1%
AEM vs ES
+87.3%
+302.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.3% | -5.2% |
| 7D | +13.9% | +0.9% | +13.0% | +13.6% |
| 30D | +0.8% | +5.9% | -5.2% | -1.0% |
| 3M | +5.8% | -1.0% | +6.8% | +5.9% |
| 6M | -1.0% | +7.2% | -8.1% | -3.4% |
| YTD | +13.1% | +7.0% | +6.1% | +10.4% |
| 1Y | +14.4% | +0.5% | +14.0% | +13.4% |
| 3Y | +325.7% | +48.7% | +277.1% | +270.3% |
| 5Y | +273.7% | +1.9% | +271.8% | +262.0% |
| 10Y | +390.1% | +89.2% | +300.9% | +226.6% |
| All | +390.1% | +87.3% | +302.8% | +226.6% |
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