+200.1%
EXC vs AEM
+380.6%
-180.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.4% |
| 7D | -1.4% | +1.4% | -2.7% | -1.6% |
| 30D | +8.3% | -1.2% | +9.5% | +8.2% |
| 3M | +2.6% | +2.5% | +0.1% | +1.8% |
| 6M | +5.2% | -5.1% | +10.3% | +5.1% |
| YTD | +7.5% | +10.4% | -2.9% | +4.3% |
| 1Y | +3.2% | +11.8% | -8.6% | -0.3% |
| 3Y | +29.5% | +315.6% | -286.1% | +1.1% |
| 5Y | +39.7% | +266.3% | -226.6% | +9.0% |
| 10Y | +200.1% | +427.4% | -227.3% | +114.5% |
| All | +200.1% | +380.6% | -180.5% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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