+219.9%
AEM vs EXE
+191.4%
+28.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -0.5% | -0.3% | -0.3% | -0.5% |
| 30D | +24.0% | +8.5% | +15.6% | +21.9% |
| 3M | +16.1% | +5.5% | +10.6% | +14.6% |
| 6M | -11.6% | -5.9% | -5.7% | -10.9% |
| YTD | +21.5% | -9.7% | +31.3% | +23.0% |
| 1Y | +39.2% | +3.6% | +35.6% | +35.8% |
| 3Y | +347.4% | +18.0% | +329.4% | +317.1% |
| 5Y | +290.1% | +109.4% | +180.7% | +219.6% |
| All | +219.9% | +191.4% | +28.6% | +141.8% |
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