+390.1%
AEM vs MAS
+219.2%
+170.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.3% | -3.8% | -4.9% |
| 7D | +13.9% | +3.6% | +10.3% | +13.2% |
| 30D | +0.8% | +23.8% | -23.1% | -2.9% |
| 3M | +5.8% | +14.4% | -8.7% | +3.3% |
| 6M | -1.0% | +19.7% | -20.7% | -4.3% |
| YTD | +13.1% | +36.0% | -22.9% | +6.8% |
| 1Y | +14.4% | +40.4% | -25.9% | +7.5% |
| 3Y | +325.7% | +58.9% | +266.8% | +284.6% |
| 5Y | +273.7% | +44.5% | +229.2% | +236.8% |
| 10Y | +390.1% | +214.8% | +175.3% | +287.3% |
| All | +390.1% | +219.2% | +170.9% | +287.3% |
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