+136.9%
AEM vs MULL
+1,303.2%
-1,166.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.8% |
| 7D | -5.6% | +43.3% | -48.9% | -8.0% |
| 30D | -3.9% | -37.4% | +33.6% | -1.9% |
| 3M | -3.4% | -36.8% | +33.4% | -2.0% |
| 6M | -9.0% | -36.9% | +27.8% | -10.8% |
| YTD | +5.9% | +250.7% | -244.7% | -7.7% |
| 1Y | +4.0% | +337.6% | -333.6% | -11.2% |
| All | +136.9% | +1,303.2% | -1,166.3% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling