-9.4%
AEM vs MXL
+363.1%
-372.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.2% | +0.1% |
| 7D | +3.0% | +19.0% | -16.0% | +2.3% |
| 30D | +12.5% | +4.5% | +8.0% | +12.1% |
| 3M | +26.9% | -1.5% | +28.5% | +26.1% |
| 6M | -9.4% | +348.6% | -358.1% | -27.9% |
| All | -9.4% | +363.1% | -372.6% | -27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling