+18.7%
AEM vs MTB
+27.0%
-8.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.2% | +8.5% | +9.4% |
| 7D | +0.2% | +2.0% | -1.8% | -0.2% |
| 30D | +0.1% | +2.9% | -2.9% | -0.5% |
| 3M | +22.1% | -10.7% | +32.7% | +24.1% |
| 6M | +2.4% | +6.3% | -3.9% | -1.5% |
| YTD | +8.9% | +13.8% | -4.9% | -1.2% |
| 1Y | +18.7% | +27.7% | -9.0% | +4.5% |
| All | +18.7% | +27.0% | -8.3% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling