+338.7%
AEM vs MGY
+25.2%
+313.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -2.1% | +3.5% | -5.7% | -2.3% |
| 30D | +8.4% | +5.3% | +3.2% | +8.1% |
| 3M | +27.3% | +2.6% | +24.6% | +27.1% |
| 6M | -9.7% | -3.3% | -6.4% | -9.9% |
| YTD | +19.0% | +29.2% | -10.3% | +14.2% |
| 1Y | +31.5% | +18.0% | +13.4% | +27.4% |
| 3Y | +338.7% | +30.0% | +308.7% | +297.3% |
| All | +338.7% | +25.2% | +313.5% | +297.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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