+346.7%
AEM vs EXEL
+386.3%
-39.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.9% |
| 7D | -5.0% | -2.9% | -2.2% | -5.0% |
| 30D | +8.5% | +11.9% | -3.4% | +8.1% |
| 3M | +29.3% | +9.2% | +20.0% | +28.9% |
| 6M | -12.9% | +39.1% | -52.0% | -13.7% |
| YTD | +16.8% | +31.0% | -14.3% | +15.8% |
| 1Y | +29.8% | +52.3% | -22.5% | +28.5% |
| 3Y | +336.7% | +159.7% | +177.0% | +325.1% |
| 5Y | +299.9% | +187.7% | +112.2% | +287.3% |
| All | +346.7% | +386.3% | -39.6% | +355.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling