+348.2%
AEM vs ESI
+82.9%
+265.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +4.3% | +5.4% | -1.1% | +3.0% |
| 30D | +13.1% | -4.2% | +17.3% | +14.1% |
| 3M | +24.8% | -9.6% | +34.4% | +27.1% |
| 6M | -8.2% | +18.3% | -26.6% | -11.9% |
| YTD | +19.8% | +45.8% | -26.0% | +11.5% |
| 1Y | +32.1% | +39.2% | -7.1% | +23.4% |
| 3Y | +348.2% | +86.3% | +261.9% | +289.1% |
| All | +348.2% | +82.9% | +265.3% | +289.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling