+408.7%
AEM vs EXPE
+123.5%
+285.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -6.8% | -0.5% | -6.4% | -6.8% |
| 30D | +0.8% | -6.1% | +6.9% | +1.0% |
| 3M | -0.8% | -21.3% | +20.5% | +0.4% |
| 6M | -8.5% | +19.0% | -27.5% | -9.7% |
| YTD | +5.9% | -8.4% | +14.4% | +5.9% |
| 1Y | +6.6% | -2.8% | +9.4% | +6.1% |
| 3Y | +302.2% | +120.8% | +181.4% | +273.2% |
| 5Y | +250.8% | +46.2% | +204.6% | +223.1% |
| All | +408.7% | +123.5% | +285.2% | +316.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling