+731.2%
AEM vs ESI
+200.4%
+530.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -1.9% | -3.8% |
| 7D | -5.6% | +8.3% | -14.0% | -6.5% |
| 30D | -3.9% | -10.4% | +6.6% | -2.7% |
| 3M | -3.4% | -13.2% | +9.7% | -2.0% |
| 6M | -9.0% | -23.9% | +14.8% | -6.5% |
| YTD | +5.9% | +34.2% | -28.3% | +2.6% |
| 1Y | +4.0% | +22.2% | -18.3% | +1.6% |
| 3Y | +298.8% | +79.2% | +219.5% | +273.6% |
| 5Y | +250.7% | +38.1% | +212.6% | +231.9% |
| 10Y | +405.9% | +323.6% | +82.4% | +317.2% |
| All | +731.2% | +200.4% | +530.9% | +656.0% |
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