+39.2%
AEM vs MTUM
+26.3%
+12.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.4% |
| 7D | -0.5% | +1.7% | -2.2% | -1.6% |
| 30D | +24.0% | -1.7% | +25.7% | +25.1% |
| 3M | +16.1% | -6.3% | +22.4% | +20.0% |
| 6M | -11.6% | +21.8% | -33.5% | -28.0% |
| YTD | +21.5% | +22.0% | -0.5% | -1.2% |
| 1Y | +39.2% | +25.3% | +13.8% | +8.4% |
| All | +39.2% | +26.3% | +12.9% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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