+31.5%
AEM vs MKC
-23.2%
+54.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.9% |
| 7D | -2.1% | -1.5% | -0.7% | -2.2% |
| 30D | +8.4% | -3.1% | +11.6% | +8.4% |
| 3M | +27.3% | +5.2% | +22.1% | +27.4% |
| 6M | -9.7% | -12.8% | +3.2% | -6.9% |
| YTD | +19.0% | -23.3% | +42.2% | +24.4% |
| 1Y | +31.5% | -24.1% | +55.6% | +37.6% |
| All | +31.5% | -23.2% | +54.6% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling