+1,934.7%
AEM vs EXPE
+783.9%
+1,150.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.1% |
| 7D | -5.0% | -8.7% | +3.6% | -4.1% |
| 30D | +8.5% | -13.6% | +22.1% | +10.1% |
| 3M | +29.3% | +26.6% | +2.6% | +25.7% |
| 6M | -12.9% | +19.9% | -32.9% | -15.1% |
| YTD | +16.8% | -1.7% | +18.5% | +15.8% |
| 1Y | +29.8% | +29.4% | +0.4% | +24.3% |
| 3Y | +336.7% | +155.7% | +181.1% | +277.3% |
| 5Y | +299.9% | +93.1% | +206.9% | +247.7% |
| 10Y | +362.2% | +162.1% | +200.1% | +262.1% |
| All | +1,934.7% | +783.9% | +1,150.8% | +868.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling