+341.9%
AEM vs EXEL
+161.8%
+180.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.3% |
| 7D | +4.3% | +1.4% | +3.0% | +4.3% |
| 30D | +13.1% | +6.7% | +6.5% | +12.7% |
| 3M | +24.8% | +11.5% | +13.3% | +24.0% |
| 6M | -8.2% | +38.8% | -47.0% | -9.6% |
| YTD | +19.8% | +31.6% | -11.7% | +18.1% |
| 1Y | +32.1% | +53.0% | -20.9% | +30.7% |
| All | +341.9% | +161.8% | +180.2% | +319.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling