+3,594.0%
AEM vs ES
+1,243.3%
+2,350.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +24.0% | -2.0% | +26.0% | +24.4% |
| 3M | +16.1% | +1.7% | +14.4% | +15.5% |
| 6M | -11.6% | -3.5% | -8.1% | -11.1% |
| YTD | +21.5% | +7.9% | +13.6% | +19.6% |
| 1Y | +39.2% | +17.2% | +22.0% | +34.6% |
| 3Y | +347.4% | +29.3% | +318.1% | +321.6% |
| 5Y | +290.1% | -5.7% | +295.9% | +287.9% |
| 10Y | +357.8% | +85.2% | +272.6% | +303.3% |
| All | +3,594.0% | +1,243.3% | +2,350.7% | +3,059.2% |
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