+355.1%
AEM vs MXL
+313.4%
+41.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.7% | +1.4% |
| 7D | -2.1% | +18.9% | -21.0% | -3.3% |
| 30D | +8.4% | +0.3% | +8.1% | +8.1% |
| 3M | +27.3% | -8.0% | +35.3% | +26.4% |
| 6M | -9.7% | +341.2% | -350.9% | -21.8% |
| YTD | +19.0% | +327.8% | -308.9% | +3.1% |
| 1Y | +31.5% | +364.9% | -333.4% | +12.9% |
| 3Y | +338.7% | +229.2% | +109.5% | +269.7% |
| 5Y | +307.4% | +42.8% | +264.7% | +255.4% |
| All | +355.1% | +313.4% | +41.7% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling