+3,356.5%
AEM vs ES
+1,235.9%
+2,120.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.9% |
| 7D | +15.8% | +1.9% | +14.0% | +15.5% |
| 30D | +6.2% | +7.1% | -0.9% | +4.8% |
| 3M | +14.3% | -1.9% | +16.3% | +14.6% |
| 6M | +1.4% | +4.4% | -3.0% | +0.3% |
| YTD | +13.7% | +7.3% | +6.4% | +12.0% |
| 1Y | +21.3% | +2.1% | +19.2% | +20.3% |
| 3Y | +309.9% | +41.8% | +268.1% | +279.9% |
| 5Y | +301.0% | +1.4% | +299.5% | +293.7% |
| 10Y | +344.0% | +86.8% | +257.3% | +290.2% |
| All | +3,356.5% | +1,235.9% | +2,120.6% | +2,857.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling