+375.9%
AEM vs MOD
+1,005.7%
-629.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.9% | -5.1% | +4.5% |
| 7D | +17.8% | -13.9% | +31.8% | +18.2% |
| 30D | +6.2% | -41.5% | +47.8% | +8.1% |
| 3M | +12.5% | -45.7% | +58.3% | +14.7% |
| 6M | +4.4% | -61.1% | +65.5% | +7.5% |
| YTD | +19.2% | -20.5% | +39.7% | +21.0% |
| 1Y | +25.5% | -32.1% | +57.6% | +27.7% |
| 3Y | +346.4% | +146.5% | +200.0% | +349.9% |
| 5Y | +305.7% | +812.7% | -507.1% | +312.8% |
| 10Y | +375.9% | +966.8% | -590.9% | +457.8% |
| All | +375.9% | +1,005.7% | -629.8% | +457.8% |
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