-9.4%
AEM vs MCO
+2.6%
-12.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.7% |
| 7D | +3.0% | -3.1% | +6.2% | +3.8% |
| 30D | +12.5% | -0.5% | +13.0% | +13.1% |
| 3M | +26.9% | +5.7% | +21.2% | +25.7% |
| 6M | -9.4% | +3.0% | -12.5% | -9.6% |
| All | -9.4% | +2.6% | -12.1% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling