+408.7%
AEM vs M
-7.1%
+415.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -6.8% | +7.0% | -13.9% | -6.9% |
| 30D | +0.8% | +8.9% | -8.1% | +0.8% |
| 3M | -0.8% | +4.5% | -5.3% | -0.9% |
| 6M | -8.5% | +36.2% | -44.7% | -8.5% |
| YTD | +5.9% | +15.1% | -9.2% | +5.9% |
| 1Y | +6.6% | +27.4% | -20.8% | +6.6% |
| 3Y | +302.2% | +160.1% | +142.1% | +306.9% |
| 5Y | +250.8% | -1.6% | +252.4% | +248.6% |
| All | +408.7% | -7.1% | +415.8% | +356.8% |
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