+2,340.5%
EXC vs AEM
+3,538.8%
-1,198.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | -3.7% | +24.0% | -27.7% | -4.9% |
| 3M | -1.3% | +16.1% | -17.4% | -2.3% |
| 6M | -9.7% | -11.6% | +1.9% | -9.4% |
| YTD | +2.9% | +21.5% | -18.7% | +1.3% |
| 1Y | +4.4% | +39.2% | -34.8% | +1.8% |
| 3Y | +22.2% | +347.4% | -325.2% | +11.3% |
| 5Y | +46.7% | +290.1% | -243.4% | +33.9% |
| 10Y | +155.3% | +357.8% | -202.4% | +128.2% |
| All | +2,340.5% | +3,538.8% | -1,198.3% | +2,116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling