+376.1%
AEM vs EXPD
+316.4%
+59.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +3.0% | +1.2% | +1.9% | +2.9% |
| 30D | +12.5% | +5.2% | +7.3% | +11.9% |
| 3M | +26.9% | +13.2% | +13.7% | +25.2% |
| 6M | -9.4% | +30.3% | -39.8% | -12.2% |
| YTD | +20.3% | +27.0% | -6.8% | +16.9% |
| 1Y | +33.8% | +57.3% | -23.5% | +26.9% |
| 3Y | +349.8% | +70.0% | +279.8% | +318.8% |
| 5Y | +301.0% | +61.6% | +239.4% | +270.0% |
| 10Y | +376.1% | +321.1% | +55.0% | +356.8% |
| All | +376.1% | +316.4% | +59.7% | +356.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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