+375.9%
AEM vs MLM
+167.5%
+208.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +4.4% |
| 7D | +17.8% | -3.8% | +21.7% | +18.5% |
| 30D | +6.2% | +11.0% | -4.8% | +4.5% |
| 3M | +12.5% | -3.1% | +15.6% | +12.9% |
| 6M | +4.4% | -9.8% | +14.2% | +5.8% |
| YTD | +19.2% | -14.4% | +33.6% | +21.6% |
| 1Y | +25.5% | -12.6% | +38.1% | +27.7% |
| 3Y | +346.4% | +19.7% | +326.7% | +336.0% |
| 5Y | +305.7% | +29.8% | +275.9% | +287.9% |
| 10Y | +375.9% | +153.5% | +222.4% | +310.3% |
| All | +375.9% | +167.5% | +208.5% | +310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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