+343.3%
AEM vs MOD
+1,504.3%
-1,161.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.4% |
| 7D | +4.3% | +6.3% | -2.0% | +4.1% |
| 30D | +13.1% | -1.7% | +14.8% | +13.1% |
| 3M | +24.8% | -30.1% | +54.9% | +26.0% |
| 6M | -8.2% | +2.7% | -10.9% | -8.1% |
| YTD | +19.8% | +44.1% | -24.2% | +19.3% |
| 1Y | +32.1% | +38.7% | -6.7% | +31.6% |
| 3Y | +348.2% | +309.8% | +38.4% | +342.9% |
| 5Y | +297.5% | +1,569.7% | -1,272.2% | +296.4% |
| 10Y | +343.3% | +1,520.5% | -1,177.2% | +407.8% |
| All | +343.3% | +1,504.3% | -1,161.0% | +407.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling