+343.5%
AEM vs MET
+64.3%
+279.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +3.0% | -0.8% | +3.8% | +3.1% |
| 30D | +12.5% | -1.4% | +13.9% | +12.6% |
| 3M | +26.9% | +12.5% | +14.4% | +25.1% |
| 6M | -9.4% | +37.1% | -46.5% | -12.7% |
| YTD | +20.3% | +23.8% | -3.5% | +16.8% |
| 1Y | +33.8% | +24.1% | +9.7% | +29.7% |
| All | +343.5% | +64.3% | +279.3% | +289.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 3y: compounded portfolio wealth divided by compounded MET 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…
3y analysis · Full analysis span regression · 6 months rolling