+304.9%
AEM vs MRSH
+18.2%
+286.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -2.1% | -4.8% | +2.6% | -1.8% |
| 30D | +8.4% | -6.3% | +14.8% | +8.9% |
| 3M | +27.3% | +5.8% | +21.5% | +26.4% |
| 6M | -9.7% | +2.8% | -12.4% | -10.1% |
| YTD | +19.0% | -3.1% | +22.1% | +19.2% |
| 1Y | +31.5% | -11.3% | +42.7% | +34.2% |
| 3Y | +338.7% | -5.0% | +343.7% | +335.3% |
| All | +304.9% | +18.2% | +286.7% | +276.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling