+355.1%
AEM vs ET
+177.0%
+178.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | -2.1% | +0.2% | -2.4% | -2.2% |
| 30D | +8.4% | +2.9% | +5.6% | +8.0% |
| 3M | +27.3% | +16.8% | +10.5% | +24.4% |
| 6M | -9.7% | +18.9% | -28.5% | -12.1% |
| YTD | +19.0% | +37.7% | -18.7% | +13.4% |
| 1Y | +31.5% | +32.4% | -1.0% | +26.0% |
| 3Y | +338.7% | +99.5% | +239.2% | +296.1% |
| 5Y | +307.4% | +244.0% | +63.5% | +245.5% |
| All | +355.1% | +177.0% | +178.1% | +308.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling