+593.1%
MA vs AEM
+412.5%
+180.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | -6.8% | +8.1% | +1.8% |
| 30D | +9.6% | +0.8% | +8.8% | +9.4% |
| 3M | +16.8% | -0.8% | +17.6% | +16.5% |
| 6M | +35.2% | -8.5% | +43.7% | +35.5% |
| YTD | +16.6% | +5.9% | +10.6% | +14.5% |
| 1Y | +19.8% | +6.6% | +13.2% | +17.6% |
| 3Y | +70.7% | +302.2% | -231.5% | +44.6% |
| 5Y | +87.4% | +250.8% | -163.4% | +58.8% |
| All | +593.1% | +412.5% | +180.6% | +469.8% |
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