+299.9%
AEM vs MKC
-33.9%
+333.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -5.0% | -2.8% | -2.2% | -4.5% |
| 30D | +8.5% | -3.4% | +11.8% | +9.0% |
| 3M | +29.3% | +3.8% | +25.5% | +27.8% |
| 6M | -12.9% | -17.9% | +5.0% | -9.1% |
| YTD | +16.8% | -23.6% | +40.4% | +23.9% |
| 1Y | +29.8% | -23.1% | +52.9% | +37.2% |
| 3Y | +336.7% | -31.5% | +368.2% | +372.1% |
| 5Y | +299.9% | -33.1% | +333.0% | +310.7% |
| All | +299.9% | -33.9% | +333.9% | +310.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling