+5,137.1%
AEM vs MKSI
+2,222.5%
+2,914.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.7% |
| 7D | -2.1% | +2.7% | -4.8% | -2.3% |
| 30D | +8.4% | -12.8% | +21.2% | +9.4% |
| 3M | +27.3% | -22.5% | +49.8% | +29.0% |
| 6M | -9.7% | +19.4% | -29.0% | -11.0% |
| YTD | +19.0% | +67.7% | -48.8% | +14.7% |
| 1Y | +31.5% | +131.4% | -99.9% | +24.3% |
| 3Y | +338.7% | +197.3% | +141.4% | +302.9% |
| 5Y | +307.4% | +87.0% | +220.5% | +278.9% |
| 10Y | +370.9% | +522.1% | -151.2% | +309.4% |
| All | +5,137.1% | +2,222.5% | +2,914.6% | +4,698.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling