+343.5%
AEM vs EXE
+17.8%
+325.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +3.0% | -2.7% | +5.7% | +3.3% |
| 30D | +12.5% | -0.4% | +12.9% | +12.5% |
| 3M | +26.9% | +9.5% | +17.5% | +25.2% |
| 6M | -9.4% | -9.3% | -0.1% | -8.5% |
| YTD | +20.3% | -10.9% | +31.2% | +21.4% |
| 1Y | +33.8% | +4.3% | +29.5% | +30.3% |
| All | +343.5% | +17.8% | +325.7% | +312.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling