+408.7%
AEM vs ESI
+318.1%
+90.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -6.8% | +5.5% | -12.4% | -7.4% |
| 30D | +0.8% | -7.8% | +8.6% | +1.7% |
| 3M | -0.8% | -15.0% | +14.2% | +0.9% |
| 6M | -8.5% | -24.9% | +16.4% | -5.8% |
| YTD | +5.9% | +33.2% | -27.3% | +3.4% |
| 1Y | +6.6% | +24.9% | -18.3% | +4.5% |
| 3Y | +302.2% | +77.8% | +224.4% | +282.8% |
| 5Y | +250.8% | +37.1% | +213.7% | +232.9% |
| All | +408.7% | +318.1% | +90.7% | +348.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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