+3,915.4%
AEM vs MET
+1,381.0%
+2,534.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | -6.8% | +4.5% | -11.3% | -7.2% |
| 30D | +0.8% | +3.5% | -2.7% | +0.5% |
| 3M | -0.8% | +5.9% | -6.8% | -1.3% |
| 6M | -8.5% | +33.1% | -41.6% | -10.7% |
| YTD | +5.9% | +33.6% | -27.6% | +3.3% |
| 1Y | +6.6% | +32.7% | -26.1% | +4.0% |
| 3Y | +302.2% | +85.0% | +217.1% | +280.2% |
| 5Y | +250.8% | +85.6% | +165.2% | +230.3% |
| 10Y | +406.1% | +198.8% | +207.2% | +346.0% |
| All | +3,915.4% | +1,381.0% | +2,534.4% | +3,413.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling