+301.0%
AEM vs MSI
+97.7%
+203.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | +3.0% | -4.0% | +7.0% | +3.9% |
| 30D | +12.5% | -0.5% | +12.9% | +12.6% |
| 3M | +26.9% | +11.4% | +15.5% | +23.5% |
| 6M | -9.4% | +1.0% | -10.4% | -10.0% |
| YTD | +20.3% | +20.7% | -0.4% | +13.8% |
| 1Y | +33.8% | -2.7% | +36.5% | +34.4% |
| 3Y | +349.8% | +68.2% | +281.6% | +286.3% |
| 5Y | +301.0% | +100.0% | +201.1% | +225.4% |
| All | +301.0% | +97.7% | +203.3% | +225.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling