+39.2%
AEM vs MOD
+45.0%
-5.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.9% |
| 7D | -0.5% | +9.6% | -10.1% | -2.1% |
| 30D | +24.0% | 0.0% | +24.0% | +23.7% |
| 3M | +16.1% | -35.4% | +51.5% | +24.8% |
| 6M | -11.6% | -7.3% | -4.3% | -10.7% |
| YTD | +21.5% | +45.8% | -24.3% | +17.4% |
| 1Y | +39.2% | +43.1% | -4.0% | +36.9% |
| All | +39.2% | +45.0% | -5.8% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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