+301.0%
AEM vs EXEL
+194.6%
+106.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.3% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +12.5% | +10.1% | +2.3% | +11.7% |
| 3M | +26.9% | +10.1% | +16.9% | +26.1% |
| 6M | -9.4% | +37.7% | -47.1% | -11.3% |
| YTD | +20.3% | +33.1% | -12.8% | +17.9% |
| 1Y | +33.8% | +52.4% | -18.6% | +30.7% |
| 3Y | +349.8% | +163.8% | +186.0% | +317.5% |
| 5Y | +301.0% | +198.5% | +102.5% | +269.9% |
| All | +301.0% | +194.6% | +106.4% | +269.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling