+153.1%
MAR vs AEM
+294.2%
-141.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | -2.1% | -5.0% | +3.0% | -1.7% |
| 30D | -5.7% | +8.5% | -14.1% | -6.3% |
| 3M | -14.6% | +29.3% | -43.9% | -16.5% |
| 6M | +1.3% | -12.9% | +14.3% | +1.8% |
| YTD | +6.7% | +16.8% | -10.1% | +4.6% |
| 1Y | +26.4% | +29.8% | -3.4% | +22.5% |
| 3Y | +64.7% | +336.7% | -272.0% | +37.8% |
| 5Y | +153.1% | +299.9% | -146.9% | +110.6% |
| All | +153.1% | +294.2% | -141.1% | +110.6% |
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