+343.5%
AEM vs MTB
+112.6%
+231.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +3.0% | +1.1% | +1.9% | +3.0% |
| 30D | +12.5% | -4.6% | +17.1% | +12.6% |
| 3M | +26.9% | +6.3% | +20.7% | +26.3% |
| 6M | -9.4% | +15.6% | -25.0% | -10.3% |
| YTD | +20.3% | +20.6% | -0.3% | +18.8% |
| 1Y | +33.8% | +22.5% | +11.3% | +32.1% |
| All | +343.5% | +112.6% | +231.0% | +299.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling