+1,975.1%
AEM vs MLM
+2,977.0%
-1,001.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | -5.6% | -2.0% | -3.6% | -5.3% |
| 30D | -3.9% | +9.5% | -13.4% | -5.5% |
| 3M | -3.4% | -4.7% | +1.3% | -2.7% |
| 6M | -9.0% | -10.7% | +1.7% | -7.4% |
| YTD | +5.9% | -16.6% | +22.5% | +9.1% |
| 1Y | +4.0% | -15.4% | +19.4% | +6.9% |
| 3Y | +298.8% | +15.9% | +282.8% | +286.0% |
| 5Y | +250.7% | +27.1% | +223.6% | +230.0% |
| 10Y | +405.9% | +142.3% | +263.6% | +304.9% |
| All | +1,975.1% | +2,977.0% | -1,001.9% | +1,080.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling