+2,098.4%
AEM vs MDY
+2,615.3%
-516.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.7% |
| 7D | +3.0% | -0.8% | +3.8% | +3.3% |
| 30D | +12.5% | -3.9% | +16.4% | +14.0% |
| 3M | +26.9% | 0.0% | +27.0% | +27.1% |
| 6M | -9.4% | +8.5% | -18.0% | -11.6% |
| YTD | +20.3% | +13.2% | +7.0% | +16.0% |
| 1Y | +33.8% | +15.0% | +18.8% | +28.4% |
| 3Y | +349.8% | +49.6% | +300.2% | +294.1% |
| 5Y | +301.0% | +46.0% | +255.0% | +251.0% |
| 10Y | +376.1% | +176.4% | +199.7% | +226.5% |
| All | +2,098.4% | +2,615.3% | -516.9% | +967.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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