+337.0%
AEM vs MLM
+206.1%
+130.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -0.5% | -2.9% | +2.4% | -0.1% |
| 30D | +24.0% | -6.8% | +30.8% | +25.4% |
| 3M | +16.1% | -11.2% | +27.3% | +18.1% |
| 6M | -11.6% | -21.8% | +10.2% | -8.4% |
| YTD | +21.5% | -17.0% | +38.5% | +24.8% |
| 1Y | +39.2% | -16.4% | +55.5% | +42.7% |
| 3Y | +347.4% | +14.5% | +333.0% | +339.0% |
| 5Y | +290.1% | +41.7% | +248.4% | +269.5% |
| All | +337.0% | +206.1% | +130.8% | +232.8% |
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