+168.4%
AEM vs ETHA
-30.2%
+198.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -5.0% | -2.4% | -2.6% | -4.8% |
| 30D | +8.5% | +30.9% | -22.4% | +6.0% |
| 3M | +29.3% | +51.1% | -21.9% | +25.1% |
| 6M | -12.9% | +20.5% | -33.4% | -14.5% |
| YTD | +16.8% | -17.3% | +34.0% | +15.4% |
| 1Y | +29.8% | -43.2% | +73.1% | +28.6% |
| All | +168.4% | -30.2% | +198.6% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling