+444.1%
AEM vs MSCI
+2,756.4%
-2,312.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +24.0% | +0.6% | +23.5% | +23.9% |
| 3M | +16.1% | -7.1% | +23.2% | +17.2% |
| 6M | -11.6% | +0.8% | -12.5% | -12.3% |
| YTD | +21.5% | +1.0% | +20.6% | +20.3% |
| 1Y | +39.2% | +4.3% | +34.9% | +36.7% |
| 3Y | +347.4% | +9.9% | +337.5% | +328.9% |
| 5Y | +290.1% | -6.8% | +296.9% | +277.9% |
| 10Y | +357.8% | +614.7% | -256.9% | +195.4% |
| All | +444.1% | +2,756.4% | -2,312.3% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling