+356.7%
AEM vs MLM
+20.2%
+336.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -0.5% | -2.9% | +2.4% | +0.4% |
| 30D | +24.0% | -6.8% | +30.8% | +26.7% |
| 3M | +16.1% | -11.2% | +27.3% | +20.1% |
| 6M | -11.6% | -21.8% | +10.2% | -5.6% |
| YTD | +21.5% | -17.0% | +38.5% | +27.9% |
| 1Y | +39.2% | -16.4% | +55.5% | +46.0% |
| All | +356.7% | +20.2% | +336.6% | +338.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling