+18.7%
AEM vs EXPE
+48.9%
-30.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +10.5% | -0.9% | +8.9% |
| 7D | +0.2% | +14.6% | -14.5% | -0.6% |
| 30D | +0.1% | +21.4% | -21.3% | -1.0% |
| 3M | +22.1% | +1.4% | +20.7% | +21.3% |
| 6M | +2.4% | +28.6% | -26.2% | +1.5% |
| YTD | +8.9% | +12.1% | -3.2% | +10.3% |
| 1Y | +18.7% | +50.0% | -31.3% | +14.5% |
| All | +18.7% | +48.9% | -30.2% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling