+49.8%
LLY vs AEM
+28.8%
+20.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.2% |
| 7D | -3.2% | -5.0% | +1.9% | -2.6% |
| 30D | -7.4% | +8.5% | -15.9% | -8.3% |
| 3M | -1.0% | +29.3% | -30.3% | -3.9% |
| 6M | +12.5% | -12.9% | +25.4% | +14.0% |
| YTD | +5.0% | +16.8% | -11.8% | +3.2% |
| 1Y | +49.8% | +29.8% | +19.9% | +47.9% |
| All | +49.8% | +28.8% | +20.9% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling