+361.5%
LLY vs AEM
+297.7%
+63.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -3.1% | +4.3% | -7.4% | -3.5% |
| 30D | -5.1% | +13.1% | -18.2% | -6.1% |
| 3M | -2.1% | +24.8% | -26.8% | -4.1% |
| 6M | +13.8% | -8.2% | +22.1% | +14.2% |
| YTD | +5.1% | +19.8% | -14.7% | +3.1% |
| 1Y | +53.1% | +32.1% | +21.1% | +48.9% |
| 3Y | +95.6% | +348.2% | -252.6% | +75.4% |
| 5Y | +361.5% | +297.5% | +64.0% | +316.9% |
| All | +361.5% | +297.7% | +63.8% | +316.9% |
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 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