+270.2%
AEM vs MAGS
+187.1%
+83.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | -5.0% | -1.8% | -3.3% | -4.7% |
| 30D | +8.5% | +1.1% | +7.4% | +8.2% |
| 3M | +29.3% | +7.7% | +21.6% | +27.2% |
| 6M | -12.9% | +11.7% | -24.6% | -14.6% |
| YTD | +16.8% | +4.9% | +11.9% | +15.4% |
| 1Y | +29.8% | +14.3% | +15.5% | +26.9% |
| 3Y | +336.7% | +128.9% | +207.8% | +283.6% |
| All | +270.2% | +187.1% | +83.1% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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