+440.7%
LLY vs AEM
+299.8%
+140.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -4.5% | +15.8% | -20.3% | -5.6% |
| 30D | +13.9% | +6.2% | +7.7% | +13.2% |
| 3M | +13.8% | +14.3% | -0.6% | +12.2% |
| 6M | +37.6% | +1.4% | +36.2% | +36.9% |
| YTD | +26.6% | +13.7% | +12.9% | +24.5% |
| 1Y | +45.3% | +21.3% | +24.0% | +42.1% |
| 3Y | +132.2% | +309.9% | -177.7% | +109.5% |
| All | +440.7% | +299.8% | +140.9% | +387.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling