+427.4%
AEM vs MLM
+140.5%
+286.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | +1.4% | -5.8% | +7.2% | +2.3% |
| 30D | -1.2% | +9.8% | -11.0% | -2.7% |
| 3M | +2.5% | -5.2% | +7.7% | +3.3% |
| 6M | -5.1% | -10.3% | +5.2% | -3.7% |
| YTD | +10.4% | -15.5% | +25.9% | +12.9% |
| 1Y | +11.8% | -15.0% | +26.8% | +14.2% |
| 3Y | +315.6% | +17.5% | +298.2% | +306.9% |
| 5Y | +266.3% | +30.5% | +235.7% | +250.2% |
| 10Y | +427.4% | +145.5% | +281.8% | +350.9% |
| All | +427.4% | +140.5% | +286.8% | +350.9% |
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