+355.1%
AEM vs MKC
+29.9%
+325.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.8% |
| 7D | -2.1% | -1.5% | -0.7% | -1.8% |
| 30D | +8.4% | -3.1% | +11.6% | +9.1% |
| 3M | +27.3% | +5.2% | +22.1% | +25.2% |
| 6M | -9.7% | -12.8% | +3.2% | -7.1% |
| YTD | +19.0% | -23.3% | +42.2% | +26.0% |
| 1Y | +31.5% | -24.1% | +55.6% | +39.3% |
| 3Y | +338.7% | -32.1% | +370.8% | +373.4% |
| 5Y | +307.4% | -32.8% | +340.2% | +335.9% |
| All | +355.1% | +29.9% | +325.2% | +294.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling