+1,509.3%
AEM vs MKTX
+1,443.5%
+65.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -5.0% | -0.2% | -4.9% | -5.0% |
| 30D | +8.5% | +0.8% | +7.6% | +8.4% |
| 3M | +29.3% | +41.1% | -11.9% | +24.1% |
| 6M | -12.9% | -9.5% | -3.4% | -12.4% |
| YTD | +16.8% | -8.7% | +25.5% | +17.2% |
| 1Y | +29.8% | -10.0% | +39.8% | +30.4% |
| 3Y | +336.7% | -24.6% | +361.3% | +343.4% |
| 5Y | +299.9% | -60.3% | +360.2% | +328.3% |
| 10Y | +362.2% | +5.0% | +357.2% | +353.8% |
| All | +1,509.3% | +1,443.5% | +65.8% | +1,087.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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