+1,580.3%
LLY vs AEM
+349.9%
+1,230.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -3.1% | +3.0% | -6.1% | -3.2% |
| 30D | -8.6% | +12.5% | -21.1% | -9.2% |
| 3M | -1.6% | +26.9% | -28.6% | -2.9% |
| 6M | +11.8% | -9.4% | +21.3% | +12.1% |
| YTD | +5.1% | +20.3% | -15.2% | +3.9% |
| 1Y | +50.7% | +33.8% | +16.9% | +48.3% |
| 3Y | +95.7% | +349.8% | -254.1% | +84.7% |
| 5Y | +390.2% | +301.0% | +89.2% | +362.0% |
| 10Y | +1,580.3% | +376.1% | +1,204.3% | +1,458.1% |
| All | +1,580.3% | +349.9% | +1,230.4% | +1,458.1% |
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