+3,594.0%
AEM vs MTB
+8,294.1%
-4,700.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.5% | +1.7% | -2.2% | -0.6% |
| 30D | +24.0% | -4.2% | +28.2% | +24.3% |
| 3M | +16.1% | +8.9% | +7.2% | +15.5% |
| 6M | -11.6% | +10.9% | -22.5% | -12.2% |
| YTD | +21.5% | +21.5% | +0.1% | +20.2% |
| 1Y | +39.2% | +21.9% | +17.3% | +37.5% |
| 3Y | +347.4% | +109.2% | +238.2% | +326.9% |
| 5Y | +290.1% | +102.0% | +188.2% | +271.1% |
| 10Y | +357.8% | +171.9% | +185.9% | +313.1% |
| All | +3,594.0% | +8,294.1% | -4,700.1% | +2,915.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling