+2,024.1%
LLY vs AEM
+356.4%
+1,667.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.1% | +6.6% | +1.7% |
| 7D | +1.6% | +13.9% | -12.2% | +1.0% |
| 30D | +21.5% | +0.8% | +20.7% | +21.3% |
| 3M | +16.4% | +5.8% | +10.7% | +15.9% |
| 6M | +51.5% | -1.0% | +52.5% | +51.1% |
| YTD | +33.9% | +13.1% | +20.8% | +32.7% |
| 1Y | +49.1% | +14.4% | +34.7% | +47.6% |
| 3Y | +144.6% | +325.7% | -181.1% | +131.1% |
| 5Y | +466.3% | +273.7% | +192.6% | +434.2% |
| 10Y | +2,024.1% | +390.1% | +1,634.0% | +1,898.1% |
| All | +2,024.1% | +356.4% | +1,667.8% | +1,898.1% |
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