+513.2%
MA vs AEM
+349.9%
+163.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -3.5% | +3.0% | -6.5% | -3.7% |
| 30D | +0.8% | +12.5% | -11.7% | -0.2% |
| 3M | +14.8% | +26.9% | -12.2% | +12.4% |
| 6M | +10.0% | -9.4% | +19.4% | +10.5% |
| YTD | -0.1% | +20.3% | -20.4% | -2.5% |
| 1Y | -2.2% | +33.8% | -36.0% | -5.9% |
| 3Y | +39.3% | +349.8% | -310.6% | +17.5% |
| 5Y | +66.3% | +301.0% | -234.7% | +40.1% |
| 10Y | +513.2% | +376.1% | +137.2% | +404.7% |
| All | +513.2% | +349.9% | +163.3% | +404.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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