+2,128.2%
AEM vs MLM
+2,981.8%
-853.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.2% | +1.7% |
| 7D | +15.8% | -4.1% | +20.0% | +16.7% |
| 30D | +6.2% | +8.2% | -2.0% | +4.6% |
| 3M | +14.3% | -3.6% | +17.9% | +15.0% |
| 6M | +1.4% | -15.6% | +17.0% | +4.2% |
| YTD | +13.7% | -16.4% | +30.2% | +17.1% |
| 1Y | +21.3% | -14.3% | +35.7% | +24.4% |
| 3Y | +309.9% | +19.3% | +290.6% | +294.6% |
| 5Y | +301.0% | +29.6% | +271.4% | +275.9% |
| 10Y | +344.0% | +189.9% | +154.1% | +242.9% |
| All | +2,128.2% | +2,981.8% | -853.7% | +1,166.6% |
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