+427.4%
AEM vs MSI
+683.5%
-256.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.8% | -2.6% |
| 7D | +1.4% | +7.7% | -6.3% | +0.3% |
| 30D | -1.2% | +19.9% | -21.1% | -3.8% |
| 3M | +2.5% | +14.9% | -12.4% | +0.4% |
| 6M | -5.1% | +37.2% | -42.3% | -9.7% |
| YTD | +10.4% | +40.8% | -30.4% | +4.2% |
| 1Y | +11.8% | +38.1% | -26.4% | +5.8% |
| 3Y | +315.6% | +77.7% | +238.0% | +278.4% |
| 5Y | +266.3% | +129.0% | +137.2% | +219.8% |
| 10Y | +427.4% | +671.3% | -243.9% | +301.0% |
| All | +427.4% | +683.5% | -256.1% | +301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling