+39.2%
AEM vs MRSH
-7.9%
+47.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -1.8% |
| 7D | -0.5% | -3.6% | +3.1% | -2.2% |
| 30D | +24.0% | -3.0% | +27.0% | +22.2% |
| 3M | +16.1% | +15.8% | +0.3% | +25.3% |
| 6M | -11.6% | +1.6% | -13.2% | -9.7% |
| YTD | +21.5% | +1.7% | +19.8% | +24.6% |
| 1Y | +39.2% | -8.0% | +47.2% | +37.6% |
| All | +39.2% | -7.9% | +47.0% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling