+301.0%
AEM vs ESI
+74.4%
+226.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.6% |
| 7D | +3.0% | +3.9% | -0.9% | +2.2% |
| 30D | +12.5% | -3.8% | +16.3% | +13.3% |
| 3M | +26.9% | -13.1% | +40.1% | +30.1% |
| 6M | -9.4% | +11.3% | -20.8% | -11.6% |
| YTD | +20.3% | +44.1% | -23.8% | +12.6% |
| 1Y | +33.8% | +40.3% | -6.6% | +25.5% |
| 3Y | +349.8% | +84.1% | +265.8% | +299.0% |
| 5Y | +301.0% | +75.8% | +225.2% | +238.4% |
| All | +301.0% | +74.4% | +226.6% | +238.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling