+348.2%
AEM vs MSI
+69.3%
+278.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +4.3% | -5.8% | +10.1% | +5.4% |
| 30D | +13.1% | -1.0% | +14.1% | +13.3% |
| 3M | +24.8% | +14.2% | +10.6% | +21.4% |
| 6M | -8.2% | +1.0% | -9.3% | -8.4% |
| YTD | +19.8% | +21.5% | -1.6% | +13.7% |
| 1Y | +32.1% | -2.1% | +34.2% | +34.0% |
| 3Y | +348.2% | +69.3% | +278.9% | +273.6% |
| All | +348.2% | +69.3% | +278.9% | +273.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling