+3,311.2%
AEM vs MAS
+1,664.8%
+1,646.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +3.4% |
| 7D | +7.5% | +4.6% | +2.9% | +7.0% |
| 30D | +1.6% | +19.9% | -18.2% | -0.1% |
| 3M | +14.5% | +8.9% | +5.6% | +13.6% |
| 6M | +6.6% | +20.2% | -13.5% | +4.7% |
| YTD | +12.2% | +33.9% | -21.6% | +9.0% |
| 1Y | +19.4% | +34.7% | -15.2% | +15.9% |
| 3Y | +302.1% | +60.4% | +241.7% | +281.1% |
| 5Y | +295.7% | +43.5% | +252.3% | +276.0% |
| 10Y | +338.2% | +226.7% | +111.5% | +285.6% |
| All | +3,311.2% | +1,664.8% | +1,646.5% | +3,233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling