+568.4%
MA vs AEM
+356.4%
+212.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.6% | +0.8% |
| 7D | +1.8% | +13.9% | -12.1% | +0.8% |
| 30D | +11.8% | +0.8% | +11.1% | +11.6% |
| 3M | +17.2% | +5.8% | +11.4% | +16.3% |
| 6M | +33.4% | -1.0% | +34.4% | +32.9% |
| YTD | +16.1% | +13.1% | +3.1% | +13.6% |
| 1Y | +19.9% | +14.4% | +5.5% | +17.1% |
| 3Y | +70.1% | +325.7% | -255.6% | +43.7% |
| 5Y | +89.6% | +273.7% | -184.1% | +60.1% |
| 10Y | +568.4% | +390.1% | +178.3% | +453.1% |
| All | +568.4% | +356.4% | +212.1% | +453.1% |
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