+3,515.1%
AEM vs ETR
+4,330.6%
-815.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.0% |
| 7D | -2.1% | -1.8% | -0.3% | -1.7% |
| 30D | +8.4% | -1.8% | +10.2% | +8.9% |
| 3M | +27.3% | -3.6% | +30.9% | +28.2% |
| 6M | -9.7% | +2.6% | -12.3% | -10.4% |
| YTD | +19.0% | +16.0% | +2.9% | +14.6% |
| 1Y | +31.5% | +20.1% | +11.3% | +25.7% |
| 3Y | +338.7% | +143.6% | +195.1% | +254.9% |
| 5Y | +307.4% | +124.4% | +183.1% | +234.6% |
| 10Y | +370.9% | +295.4% | +75.5% | +235.3% |
| All | +3,515.1% | +4,330.6% | -815.5% | +3,228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling