+377.1%
AEM vs MXL
+298.4%
+78.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.2% | -0.1% |
| 7D | +3.0% | +19.0% | -16.0% | +1.8% |
| 30D | +12.5% | +4.5% | +8.0% | +11.9% |
| 3M | +26.9% | -1.5% | +28.5% | +25.5% |
| 6M | -9.4% | +348.6% | -358.1% | -21.2% |
| YTD | +20.3% | +310.3% | -290.0% | +5.3% |
| 1Y | +33.8% | +344.7% | -310.9% | +16.1% |
| 3Y | +349.8% | +211.2% | +138.6% | +284.1% |
| 5Y | +301.0% | +34.8% | +266.2% | +253.9% |
| 10Y | +376.1% | +286.5% | +89.5% | +269.9% |
| All | +377.1% | +298.4% | +78.7% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling