+30.2%
EXC vs AEM
+348.5%
-318.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.8% | -0.1% |
| 7D | -1.7% | +17.8% | -19.6% | -2.5% |
| 30D | +9.3% | +6.2% | +3.1% | +8.9% |
| 3M | +1.0% | +12.5% | -11.5% | +0.3% |
| 6M | +5.9% | +4.4% | +1.5% | +5.8% |
| YTD | +7.6% | +19.2% | -11.6% | +5.2% |
| 1Y | +2.4% | +25.5% | -23.1% | -0.6% |
| 3Y | +30.2% | +346.4% | -316.2% | -2.4% |
| All | +30.2% | +348.5% | -318.3% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling