+73.1%
MA vs AEM
+295.5%
-222.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.0% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +1.5% | +24.0% | -22.5% | 0.0% |
| 3M | +20.4% | +16.1% | +4.3% | +19.1% |
| 6M | +11.1% | -11.6% | +22.8% | +12.1% |
| YTD | +2.0% | +21.5% | -19.6% | -0.6% |
| 1Y | -2.2% | +39.2% | -41.3% | -6.5% |
| 3Y | +41.9% | +347.4% | -305.5% | +15.6% |
| All | +73.1% | +295.5% | -222.4% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling