+362.7%
AEM vs MAS
+213.7%
+149.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | +15.8% | +2.0% | +13.9% | +15.5% |
| 30D | +6.2% | +19.4% | -13.2% | +3.0% |
| 3M | +14.3% | +9.4% | +4.9% | +12.5% |
| 6M | +1.4% | +15.3% | -13.9% | -1.4% |
| YTD | +13.7% | +31.3% | -17.6% | +8.1% |
| 1Y | +21.3% | +34.9% | -13.5% | +14.8% |
| 3Y | +309.9% | +58.6% | +251.3% | +270.5% |
| 5Y | +301.0% | +40.7% | +260.3% | +263.1% |
| All | +362.7% | +213.7% | +149.1% | +274.1% |
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