+304.9%
AEM vs MTUM
+78.7%
+226.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.3% |
| 7D | -2.1% | +0.7% | -2.8% | -2.4% |
| 30D | +8.4% | -2.4% | +10.9% | +9.5% |
| 3M | +27.3% | -3.6% | +30.9% | +28.6% |
| 6M | -9.7% | +23.7% | -33.3% | -17.3% |
| YTD | +19.0% | +22.9% | -4.0% | +9.3% |
| 1Y | +31.5% | +21.8% | +9.7% | +21.1% |
| 3Y | +338.7% | +114.4% | +224.3% | +231.4% |
| All | +304.9% | +78.7% | +226.2% | +191.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling