+14.4%
AEM vs MLM
-12.9%
+27.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.9% |
| 7D | +13.9% | -2.9% | +16.7% | +15.2% |
| 30D | +0.8% | +10.4% | -9.7% | -4.5% |
| 3M | +5.8% | -3.7% | +9.5% | +7.2% |
| 6M | -1.0% | -10.3% | +9.3% | +3.3% |
| YTD | +13.1% | -14.8% | +27.9% | +18.1% |
| 1Y | +14.4% | -13.9% | +28.3% | +20.0% |
| All | +14.4% | -12.9% | +27.4% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling