+39.2%
AEM vs EXPE
+40.7%
-1.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | -0.5% | -9.5% | +9.0% | -0.6% |
| 30D | +24.0% | -6.6% | +30.6% | +24.0% |
| 3M | +16.1% | +31.4% | -15.3% | +16.9% |
| 6M | -11.6% | +35.2% | -46.8% | -10.9% |
| YTD | +21.5% | +5.8% | +15.7% | +23.5% |
| 1Y | +39.2% | +38.7% | +0.5% | +42.7% |
| All | +39.2% | +40.7% | -1.5% | +42.7% |
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