+853.9%
AEM vs ESI
+224.6%
+629.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.5% |
| 7D | -0.5% | +3.3% | -3.8% | -0.9% |
| 30D | +24.0% | -5.9% | +29.9% | +24.8% |
| 3M | +16.1% | -14.1% | +30.2% | +17.9% |
| 6M | -11.6% | +6.6% | -18.2% | -12.4% |
| YTD | +21.5% | +45.0% | -23.5% | +16.9% |
| 1Y | +39.2% | +41.5% | -2.3% | +34.0% |
| 3Y | +347.4% | +78.8% | +268.7% | +318.6% |
| 5Y | +290.1% | +70.9% | +219.3% | +262.4% |
| 10Y | +357.8% | +317.1% | +40.7% | +278.0% |
| All | +853.9% | +224.6% | +629.2% | +761.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling