+346.7%
AEM vs ETR
+298.4%
+48.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.5% |
| 7D | -5.0% | -1.9% | -3.1% | -4.5% |
| 30D | +8.5% | -0.2% | +8.7% | +8.5% |
| 3M | +29.3% | -3.7% | +33.0% | +30.5% |
| 6M | -12.9% | +2.1% | -15.0% | -13.8% |
| YTD | +16.8% | +16.5% | +0.3% | +11.0% |
| 1Y | +29.8% | +22.5% | +7.3% | +21.6% |
| 3Y | +336.7% | +144.7% | +192.1% | +228.8% |
| 5Y | +299.9% | +125.2% | +174.7% | +207.6% |
| All | +346.7% | +298.4% | +48.4% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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