+1,745.7%
AEM vs EXPE
+733.4%
+1,012.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.5% | -4.1% |
| 7D | -5.6% | -4.2% | -1.4% | -5.2% |
| 30D | -3.9% | -4.5% | +0.7% | -3.7% |
| 3M | -3.4% | -19.7% | +16.3% | -1.5% |
| 6M | -9.0% | +18.3% | -27.3% | -11.2% |
| YTD | +5.9% | -7.3% | +13.2% | +5.4% |
| 1Y | +4.0% | -3.9% | +7.9% | +2.9% |
| 3Y | +298.8% | +123.0% | +175.8% | +249.9% |
| 5Y | +250.7% | +47.9% | +202.8% | +214.2% |
| 10Y | +405.9% | +126.5% | +279.4% | +303.2% |
| All | +1,745.7% | +733.4% | +1,012.3% | +781.9% |
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