+424.9%
MAR vs AEM
+369.2%
+55.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.6% |
| 7D | -2.1% | -5.0% | +3.0% | -1.9% |
| 30D | -5.7% | +8.5% | -14.1% | -6.0% |
| 3M | -14.6% | +29.3% | -43.9% | -15.6% |
| 6M | +1.3% | -12.9% | +14.3% | +1.5% |
| YTD | +6.7% | +16.8% | -10.1% | +5.7% |
| 1Y | +26.4% | +29.8% | -3.4% | +24.7% |
| 3Y | +64.7% | +336.7% | -272.0% | +54.3% |
| 5Y | +153.1% | +299.9% | -146.9% | +136.6% |
| All | +424.9% | +369.2% | +55.7% | +391.9% |
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