+297.4%
AEM vs MXL
+30.3%
+267.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.7% |
| 7D | -5.0% | +16.6% | -21.7% | -5.9% |
| 30D | +8.5% | +0.5% | +8.0% | +8.2% |
| 3M | +29.3% | -3.6% | +32.9% | +28.2% |
| 6M | -12.9% | +328.0% | -341.0% | -22.4% |
| YTD | +16.8% | +297.8% | -281.1% | +4.5% |
| 1Y | +29.8% | +339.4% | -309.6% | +15.1% |
| 3Y | +336.7% | +201.7% | +135.0% | +280.7% |
| All | +297.4% | +30.3% | +267.2% | +249.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling