+39.2%
AEM vs MKSI
+162.5%
-123.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.4% | -2.2% |
| 7D | -0.5% | +1.8% | -2.3% | -1.0% |
| 30D | +24.0% | -16.8% | +40.8% | +29.4% |
| 3M | +16.1% | -21.1% | +37.2% | +19.7% |
| 6M | -11.6% | +10.8% | -22.5% | -18.1% |
| YTD | +21.5% | +63.3% | -41.8% | +2.7% |
| 1Y | +39.2% | +157.0% | -117.8% | +10.7% |
| All | +39.2% | +162.5% | -123.3% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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