+309.9%
AEM vs MAS
+58.1%
+251.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.5% |
| 3M | +14.3% | +9.4% | +4.9% | +12.7% |
| 6M | +1.4% | +15.3% | -13.9% | -1.0% |
| YTD | +13.7% | +31.3% | -17.6% | +9.3% |
| 1Y | +21.3% | +34.9% | -13.5% | +16.6% |
| 3Y | +309.9% | +58.6% | +251.3% | +268.9% |
| All | +309.9% | +58.1% | +251.8% | +268.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling