+161.1%
AEM vs MULL
+2,366.2%
-2,205.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.3% | +6.4% | -2.3% |
| 7D | -5.0% | +3.6% | -8.7% | -5.3% |
| 30D | +8.5% | +22.0% | -13.6% | +6.7% |
| 3M | +29.3% | -8.6% | +37.9% | +26.4% |
| 6M | -12.9% | +248.5% | -261.4% | -23.2% |
| YTD | +16.8% | +516.3% | -499.5% | -0.7% |
| 1Y | +29.8% | +2,036.6% | -2,006.8% | +4.2% |
| All | +161.1% | +2,366.2% | -2,205.0% | +105.3% |
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