+2,147.2%
AEM vs MOH
+1,358.8%
+788.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.7% |
| 7D | -2.1% | +1.7% | -3.8% | -2.3% |
| 30D | +8.4% | -0.9% | +9.3% | +8.5% |
| 3M | +27.3% | +5.7% | +21.6% | +26.5% |
| 6M | -9.7% | +39.1% | -48.8% | -12.5% |
| YTD | +19.0% | +17.7% | +1.3% | +16.2% |
| 1Y | +31.5% | +8.4% | +23.1% | +28.8% |
| 3Y | +338.7% | -36.6% | +375.3% | +342.7% |
| 5Y | +307.4% | -19.1% | +326.5% | +299.4% |
| 10Y | +370.9% | +262.8% | +108.1% | +282.9% |
| All | +2,147.2% | +1,358.8% | +788.4% | +1,212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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