+39.2%
AEM vs EXEL
+59.2%
-20.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.5% | +8.4% | -8.9% | -2.1% |
| 30D | +24.0% | +4.1% | +19.9% | +22.7% |
| 3M | +16.1% | +12.4% | +3.7% | +13.3% |
| 6M | -11.6% | +41.5% | -53.2% | -17.1% |
| YTD | +21.5% | +34.6% | -13.1% | +14.0% |
| 1Y | +39.2% | +57.9% | -18.7% | +33.5% |
| All | +39.2% | +59.2% | -20.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling