+338.9%
AEM vs MAS
+137.9%
+201.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.4% |
| 7D | -0.5% | -0.8% | +0.2% | -0.4% |
| 30D | +24.0% | -5.6% | +29.6% | +25.1% |
| 3M | +16.1% | +4.4% | +11.6% | +15.0% |
| 6M | -11.6% | +7.2% | -18.8% | -13.0% |
| YTD | +21.5% | +16.1% | +5.4% | +18.0% |
| 1Y | +39.2% | +0.1% | +39.1% | +37.9% |
| 3Y | +347.4% | +28.3% | +319.1% | +319.7% |
| 5Y | +290.1% | +30.5% | +259.7% | +258.0% |
| All | +338.9% | +137.9% | +201.0% | +283.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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