+3,448.7%
AEM vs MRSH
+3,270.6%
+178.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.9% |
| 7D | -5.0% | -5.9% | +0.9% | -4.6% |
| 30D | +8.5% | -7.3% | +15.8% | +9.0% |
| 3M | +29.3% | +6.7% | +22.6% | +28.5% |
| 6M | -12.9% | +3.0% | -15.9% | -13.3% |
| YTD | +16.8% | -2.9% | +19.7% | +16.6% |
| 1Y | +29.8% | -9.0% | +38.8% | +30.2% |
| 3Y | +336.7% | -4.3% | +341.0% | +335.7% |
| 5Y | +299.9% | +19.4% | +280.5% | +291.5% |
| 10Y | +362.2% | +218.1% | +144.2% | +323.4% |
| All | +3,448.7% | +3,270.6% | +178.1% | +3,792.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling