+18.7%
AEM vs MRSH
+20.0%
-1.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.3% | +6.4% | +10.8% |
| 7D | +0.2% | +9.4% | -9.2% | +3.6% |
| 30D | +0.1% | +23.4% | -23.4% | +8.3% |
| 3M | +22.1% | +9.9% | +12.2% | +25.9% |
| 6M | +2.4% | +26.0% | -23.6% | +13.1% |
| YTD | +8.9% | +15.2% | -6.3% | +17.3% |
| 1Y | +18.7% | +18.4% | +0.3% | +28.8% |
| All | +18.7% | +20.0% | -1.3% | +28.8% |
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