+29.8%
AEM vs ESI
+34.0%
-4.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -1.4% |
| 7D | -5.0% | -2.3% | -2.7% | -4.3% |
| 30D | +8.5% | -9.0% | +17.5% | +11.8% |
| 3M | +29.3% | -13.3% | +42.5% | +34.0% |
| 6M | -12.9% | +5.3% | -18.2% | -16.5% |
| YTD | +16.8% | +37.6% | -20.8% | +3.9% |
| 1Y | +29.8% | +33.6% | -3.8% | +14.9% |
| All | +29.8% | +34.0% | -4.2% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling