+355.1%
AEM vs MKSI
+524.1%
-169.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.6% |
| 7D | -2.1% | +2.7% | -4.8% | -2.5% |
| 30D | +8.4% | -12.8% | +21.2% | +10.1% |
| 3M | +27.3% | -22.5% | +49.8% | +30.3% |
| 6M | -9.7% | +19.4% | -29.0% | -12.2% |
| YTD | +19.0% | +67.7% | -48.8% | +11.3% |
| 1Y | +31.5% | +131.4% | -99.9% | +18.7% |
| 3Y | +338.7% | +197.3% | +141.4% | +275.5% |
| 5Y | +307.4% | +87.0% | +220.5% | +254.3% |
| All | +355.1% | +524.1% | -169.0% | +242.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling