+980.0%
AEM vs ET
+1,447.8%
-467.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +3.0% | +0.6% | +2.4% | +2.9% |
| 30D | +12.5% | +5.3% | +7.2% | +11.6% |
| 3M | +26.9% | +15.6% | +11.3% | +24.0% |
| 6M | -9.4% | +20.6% | -30.1% | -12.3% |
| YTD | +20.3% | +38.5% | -18.3% | +14.1% |
| 1Y | +33.8% | +35.7% | -1.9% | +27.3% |
| 3Y | +349.8% | +98.4% | +251.5% | +302.3% |
| 5Y | +301.0% | +245.3% | +55.7% | +229.2% |
| 10Y | +376.1% | +173.7% | +202.3% | +280.7% |
| All | +980.0% | +1,447.8% | -467.9% | +275.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling