+178.8%
AEM vs EXE
+163.0%
+15.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -5.6% | +3.6% | -9.2% | -6.3% |
| 30D | -3.9% | -4.3% | +0.4% | -3.2% |
| 3M | -3.4% | -7.7% | +4.2% | -2.2% |
| 6M | -9.0% | -7.2% | -1.8% | -8.2% |
| YTD | +5.9% | -18.5% | +24.4% | +9.1% |
| 1Y | +4.0% | -24.4% | +28.3% | +8.9% |
| 3Y | +298.8% | +21.6% | +277.2% | +266.6% |
| 5Y | +250.7% | +77.3% | +173.4% | +197.9% |
| All | +178.8% | +163.0% | +15.8% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling