+18.7%
AEM vs ETHA
-31.0%
+49.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.7% | +3.9% | +8.0% |
| 7D | +0.2% | +2.1% | -1.9% | -0.3% |
| 30D | +0.1% | -10.7% | +10.8% | +3.1% |
| 3M | +22.1% | +29.0% | -6.9% | +14.2% |
| 6M | +2.4% | +2.7% | -0.2% | -0.5% |
| YTD | +8.9% | -18.7% | +27.6% | +7.1% |
| 1Y | +18.7% | -24.8% | +43.5% | +17.5% |
| All | +18.7% | -31.0% | +49.7% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling