+2,014.2%
AEM vs MCO
+7,284.8%
-5,270.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.7% |
| 7D | -5.0% | -7.3% | +2.3% | -4.1% |
| 30D | +8.5% | -1.7% | +10.2% | +8.7% |
| 3M | +29.3% | +3.9% | +25.4% | +28.5% |
| 6M | -12.9% | +3.8% | -16.7% | -13.5% |
| YTD | +16.8% | -7.9% | +24.7% | +17.6% |
| 1Y | +29.8% | -6.8% | +36.7% | +30.3% |
| 3Y | +336.7% | +40.9% | +295.8% | +312.4% |
| 5Y | +299.9% | +27.5% | +272.4% | +279.3% |
| 10Y | +362.2% | +381.4% | -19.2% | +269.9% |
| All | +2,014.2% | +7,284.8% | -5,270.6% | +1,096.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling