+309.9%
AEM vs M
+100.8%
+209.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +1.7% |
| 7D | +15.8% | -4.3% | +20.1% | +16.2% |
| 30D | +6.2% | +1.3% | +4.9% | +6.1% |
| 3M | +14.3% | -7.4% | +21.7% | +14.8% |
| 6M | +1.4% | +18.3% | -16.9% | -0.1% |
| YTD | +13.7% | +7.6% | +6.2% | +12.5% |
| 1Y | +21.3% | +17.4% | +3.9% | +19.2% |
| 3Y | +309.9% | +108.4% | +201.5% | +276.4% |
| All | +309.9% | +100.8% | +209.1% | +276.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling