+20,705.6%
LLY vs AEM
+3,304.9%
+17,400.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -4.5% | +15.8% | -20.3% | -4.7% |
| 30D | +13.9% | +6.2% | +7.7% | +13.8% |
| 3M | +13.8% | +14.3% | -0.6% | +13.5% |
| 6M | +37.6% | +1.4% | +36.2% | +37.5% |
| YTD | +26.6% | +13.7% | +12.9% | +26.3% |
| 1Y | +45.3% | +21.3% | +24.0% | +44.9% |
| 3Y | +132.2% | +309.9% | -177.7% | +128.7% |
| 5Y | +434.7% | +301.0% | +133.7% | +426.1% |
| 10Y | +2,084.3% | +344.0% | +1,740.3% | +2,042.2% |
| All | +20,705.6% | +3,304.9% | +17,400.7% | +22,599.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling