+305.7%
AEM vs MAS
+47.3%
+258.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.5% | +0.3% | +4.1% |
| 7D | +17.8% | +3.3% | +14.6% | +17.2% |
| 30D | +6.2% | +25.5% | -19.2% | +2.3% |
| 3M | +12.5% | +11.8% | +0.8% | +10.3% |
| 6M | +4.4% | +21.3% | -16.9% | +0.8% |
| YTD | +19.2% | +37.7% | -18.5% | +12.7% |
| 1Y | +25.5% | +41.0% | -15.5% | +18.3% |
| 3Y | +346.4% | +63.0% | +283.5% | +301.7% |
| 5Y | +305.7% | +44.1% | +261.6% | +255.4% |
| All | +305.7% | +47.3% | +258.4% | +255.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling