+346.7%
AEM vs ES
+83.3%
+263.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.3% |
| 7D | -5.0% | -3.5% | -1.6% | -4.0% |
| 30D | +8.5% | -3.0% | +11.5% | +9.4% |
| 3M | +29.3% | -0.3% | +29.5% | +29.1% |
| 6M | -12.9% | -5.2% | -7.8% | -11.8% |
| YTD | +16.8% | +4.8% | +12.0% | +14.8% |
| 1Y | +29.8% | +12.7% | +17.1% | +24.2% |
| 3Y | +336.7% | +27.5% | +309.2% | +296.5% |
| 5Y | +299.9% | -4.7% | +304.6% | +294.5% |
| All | +346.7% | +83.3% | +263.4% | +201.1% |
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