+376.1%
AEM vs M
-7.1%
+383.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.5% | +0.4% |
| 7D | +3.0% | -4.1% | +7.1% | +3.0% |
| 30D | +12.5% | -13.6% | +26.1% | +12.5% |
| 3M | +26.9% | -2.3% | +29.2% | +26.9% |
| 6M | -9.4% | +21.9% | -31.4% | -9.3% |
| YTD | +20.3% | -0.6% | +20.9% | +20.3% |
| 1Y | +33.8% | +29.7% | +4.1% | +34.0% |
| 3Y | +349.8% | +107.3% | +242.5% | +355.6% |
| 5Y | +301.0% | +20.5% | +280.5% | +305.3% |
| 10Y | +376.1% | -6.1% | +382.1% | +325.4% |
| All | +376.1% | -7.1% | +383.2% | +325.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling