+213.1%
AEM vs EXE
+182.2%
+30.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.3% |
| 7D | -2.1% | -3.1% | +1.0% | -1.5% |
| 30D | +8.4% | -0.9% | +9.4% | +8.5% |
| 3M | +27.3% | +9.6% | +17.7% | +24.6% |
| 6M | -9.7% | -11.6% | +2.0% | -7.7% |
| YTD | +19.0% | -12.6% | +31.5% | +21.1% |
| 1Y | +31.5% | +1.2% | +30.3% | +28.8% |
| 3Y | +338.7% | +18.0% | +320.7% | +308.2% |
| 5Y | +307.4% | +101.1% | +206.3% | +236.4% |
| All | +213.1% | +182.2% | +30.9% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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