+3,594.0%
AEM vs MOD
+3,565.2%
+28.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.4% |
| 7D | -0.5% | +9.6% | -10.1% | -1.0% |
| 30D | +24.0% | 0.0% | +24.0% | +24.0% |
| 3M | +16.1% | -35.4% | +51.5% | +18.7% |
| 6M | -11.6% | -7.3% | -4.3% | -11.6% |
| YTD | +21.5% | +45.8% | -24.3% | +18.5% |
| 1Y | +39.2% | +43.1% | -4.0% | +35.6% |
| 3Y | +347.4% | +297.7% | +49.8% | +305.2% |
| 5Y | +290.1% | +1,478.8% | -1,188.6% | +224.6% |
| 10Y | +357.8% | +1,633.4% | -1,275.6% | +261.5% |
| All | +3,594.0% | +3,565.2% | +28.7% | +2,531.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling