+287.0%
AEM vs ES
+3.4%
+283.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +2.3% |
| 7D | +15.8% | +1.9% | +14.0% | +15.1% |
| 30D | +6.2% | +7.1% | -0.9% | +3.5% |
| 3M | +14.3% | -1.9% | +16.3% | +14.9% |
| 6M | +1.4% | +4.4% | -3.0% | -0.7% |
| YTD | +13.7% | +7.3% | +6.4% | +10.3% |
| 1Y | +21.3% | +2.1% | +19.2% | +19.0% |
| 3Y | +309.9% | +41.8% | +268.1% | +243.2% |
| All | +287.0% | +3.4% | +283.6% | +289.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling