+31.5%
AEM vs MCO
-5.7%
+37.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.8% |
| 7D | -2.1% | -3.8% | +1.6% | -2.0% |
| 30D | +8.4% | -0.4% | +8.8% | +8.7% |
| 3M | +27.3% | +7.7% | +19.6% | +27.9% |
| 6M | -9.7% | +7.0% | -16.6% | -9.2% |
| YTD | +19.0% | -6.4% | +25.4% | +14.7% |
| 1Y | +31.5% | -7.6% | +39.1% | +29.1% |
| All | +31.5% | -5.7% | +37.2% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling