+160.8%
EXC vs AEM
+349.9%
-189.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | +0.3% | +3.0% | -2.7% | 0.0% |
| 30D | -0.9% | +12.5% | -13.4% | -2.5% |
| 3M | -2.7% | +26.9% | -29.6% | -6.0% |
| 6M | -9.4% | -9.4% | +0.1% | -8.8% |
| YTD | +3.0% | +20.3% | -17.2% | -0.9% |
| 1Y | +5.1% | +33.8% | -28.6% | -0.9% |
| 3Y | +20.6% | +349.8% | -329.2% | -7.1% |
| 5Y | +45.7% | +301.0% | -255.3% | +12.1% |
| 10Y | +160.8% | +376.1% | -215.2% | +87.9% |
| All | +160.8% | +349.9% | -189.1% | +87.9% |
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