+3,119.8%
AEM vs MSI
+4,605.3%
-1,485.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -6.8% | +3.2% | -10.1% | -7.0% |
| 30D | +0.8% | +17.6% | -16.8% | -0.3% |
| 3M | -0.8% | +14.5% | -15.4% | -1.8% |
| 6M | -8.5% | +34.3% | -42.8% | -10.4% |
| YTD | +5.9% | +39.7% | -33.8% | +3.3% |
| 1Y | +6.6% | +40.2% | -33.6% | +4.0% |
| 3Y | +302.2% | +77.1% | +225.0% | +286.0% |
| 5Y | +250.8% | +124.0% | +126.7% | +230.9% |
| 10Y | +406.1% | +665.5% | -259.4% | +341.5% |
| All | +3,119.8% | +4,605.3% | -1,485.5% | +2,772.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling