+1,539.4%
AEM vs MKTX
+1,442.6%
+96.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +8.4% | +0.7% | +7.7% | +8.4% |
| 3M | +27.3% | +40.8% | -13.5% | +22.2% |
| 6M | -9.7% | -8.0% | -1.7% | -9.3% |
| YTD | +19.0% | -8.7% | +27.7% | +19.4% |
| 1Y | +31.5% | -11.8% | +43.3% | +32.4% |
| 3Y | +338.7% | -24.0% | +362.7% | +345.1% |
| 5Y | +307.4% | -60.3% | +367.7% | +336.4% |
| 10Y | +370.9% | +5.0% | +365.9% | +362.3% |
| All | +1,539.4% | +1,442.6% | +96.8% | +1,109.6% |
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