+355.1%
AEM vs LEN
+108.0%
+247.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.5% |
| 7D | -2.1% | -4.8% | +2.6% | -1.4% |
| 30D | +8.4% | -6.6% | +15.0% | +9.6% |
| 3M | +27.3% | -15.7% | +43.0% | +30.5% |
| 6M | -9.7% | -16.6% | +7.0% | -7.3% |
| YTD | +19.0% | -21.3% | +40.3% | +23.0% |
| 1Y | +31.5% | -42.0% | +73.5% | +41.8% |
| 3Y | +338.7% | -27.9% | +366.6% | +350.9% |
| 5Y | +307.4% | -10.7% | +318.1% | +297.6% |
| All | +355.1% | +108.0% | +247.0% | +298.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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