+3,594.0%
AEM vs EXPD
+30,859.1%
-27,265.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | -0.5% | -1.1% | +0.6% | -0.4% |
| 30D | +24.0% | +4.1% | +19.9% | +23.6% |
| 3M | +16.1% | +17.9% | -1.8% | +14.5% |
| 6M | -11.6% | +29.2% | -40.8% | -13.6% |
| YTD | +21.5% | +27.4% | -5.8% | +18.9% |
| 1Y | +39.2% | +56.8% | -17.7% | +33.7% |
| 3Y | +347.4% | +68.0% | +279.4% | +325.5% |
| 5Y | +290.1% | +61.9% | +228.3% | +270.2% |
| 10Y | +357.8% | +316.0% | +41.8% | +300.9% |
| All | +3,594.0% | +30,859.1% | -27,265.1% | +3,488.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling