+348.2%
AEM vs EXPE
+162.6%
+185.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.9% | +6.5% | -1.2% |
| 7D | +4.3% | -9.8% | +14.1% | +4.7% |
| 30D | +13.1% | -11.5% | +24.6% | +13.5% |
| 3M | +24.8% | +21.7% | +3.1% | +24.2% |
| 6M | -8.2% | +10.4% | -18.6% | -8.6% |
| YTD | +19.8% | -2.5% | +22.4% | +20.2% |
| 1Y | +32.1% | +27.3% | +4.7% | +30.8% |
| 3Y | +348.2% | +153.5% | +194.7% | +303.4% |
| All | +348.2% | +162.6% | +185.6% | +303.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling