+297.5%
AEM vs MSCI
-10.9%
+308.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.9% |
| 7D | +4.3% | -2.1% | +6.4% | +4.7% |
| 30D | +13.1% | -1.7% | +14.9% | +13.4% |
| 3M | +24.8% | -8.2% | +33.0% | +25.9% |
| 6M | -8.2% | -2.4% | -5.8% | -8.5% |
| YTD | +19.8% | -2.8% | +22.7% | +19.3% |
| 1Y | +32.1% | -2.7% | +34.7% | +31.2% |
| 3Y | +348.2% | +7.3% | +340.9% | +327.8% |
| 5Y | +297.5% | -11.4% | +308.9% | +252.3% |
| All | +297.5% | -10.9% | +308.3% | +252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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