+49.1%
LLY vs AEM
+16.4%
+32.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.1% | +6.6% | +1.8% |
| 7D | +1.6% | +13.9% | -12.2% | +0.6% |
| 30D | +21.5% | +0.8% | +20.7% | +21.3% |
| 3M | +16.4% | +5.8% | +10.7% | +15.7% |
| 6M | +51.5% | -1.0% | +52.5% | +51.6% |
| YTD | +33.9% | +13.1% | +20.8% | +33.1% |
| 1Y | +49.1% | +14.4% | +34.7% | +47.2% |
| All | +49.1% | +16.4% | +32.7% | +47.2% |
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