+19.4%
AEM vs MULL
+253.2%
-233.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -34.2% | +37.3% | +5.6% |
| 7D | +7.5% | -53.1% | +60.5% | +13.1% |
| 30D | +1.6% | -64.1% | +65.7% | +9.0% |
| 3M | +14.5% | -54.6% | +69.1% | +19.7% |
| 6M | +6.6% | -38.7% | +45.3% | +3.2% |
| YTD | +12.2% | +144.7% | -132.5% | -5.6% |
| 1Y | +19.4% | +220.3% | -200.8% | -4.0% |
| All | +19.4% | +253.2% | -233.8% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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