+15,614.6%
MA vs AEM
+690.7%
+14,923.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +2.3% | +15.8% | -13.5% | +0.8% |
| 30D | +14.7% | +6.2% | +8.5% | +13.8% |
| 3M | +13.5% | +14.3% | -0.8% | +11.5% |
| 6M | +33.1% | +1.4% | +31.7% | +32.0% |
| YTD | +15.1% | +13.7% | +1.3% | +11.9% |
| 1Y | +18.7% | +21.3% | -2.6% | +14.6% |
| 3Y | +72.1% | +309.9% | -237.8% | +43.0% |
| 5Y | +92.8% | +301.0% | -208.2% | +58.5% |
| 10Y | +571.6% | +344.0% | +227.6% | +427.5% |
| All | +15,614.6% | +690.7% | +14,923.9% | +8,565.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling