+3,541.8%
AEM vs LEN
+10,125.0%
-6,583.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.2% |
| 7D | +4.3% | -2.9% | +7.2% | +4.5% |
| 30D | +13.1% | -8.9% | +22.0% | +13.8% |
| 3M | +24.8% | -10.9% | +35.7% | +25.6% |
| 6M | -8.2% | -19.7% | +11.4% | -7.0% |
| YTD | +19.8% | -20.6% | +40.4% | +21.5% |
| 1Y | +32.1% | -42.4% | +74.5% | +36.4% |
| 3Y | +348.2% | -26.5% | +374.7% | +353.7% |
| 5Y | +297.5% | -10.9% | +308.4% | +295.4% |
| 10Y | +343.3% | +100.6% | +242.7% | +316.1% |
| All | +3,541.8% | +10,125.0% | -6,583.2% | +4,204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling