+301.0%
AEM vs MOD
+748.9%
-448.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +0.9% |
| 7D | +15.8% | -25.5% | +41.4% | +17.9% |
| 30D | +6.2% | -49.0% | +55.2% | +11.4% |
| 3M | +14.3% | -49.8% | +64.2% | +19.9% |
| 6M | +1.4% | -64.8% | +66.2% | +8.9% |
| YTD | +13.7% | -27.6% | +41.4% | +17.3% |
| 1Y | +21.3% | -35.2% | +56.5% | +25.7% |
| 3Y | +309.9% | +137.1% | +172.8% | +295.3% |
| All | +301.0% | +748.9% | -448.0% | +275.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling