+3,168.2%
MAR vs AEM
+4,216.0%
-1,047.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | -6.8% | +8.5% | +1.9% |
| 30D | +13.8% | +0.8% | +13.0% | +13.7% |
| 3M | +20.3% | -0.8% | +21.1% | +20.2% |
| 6M | +21.3% | -8.5% | +29.8% | +21.5% |
| YTD | +37.2% | +5.9% | +31.3% | +36.1% |
| 1Y | +48.4% | +6.6% | +41.8% | +47.2% |
| 3Y | +120.1% | +302.2% | -182.1% | +103.1% |
| 5Y | +182.1% | +250.8% | -68.7% | +160.5% |
| 10Y | +530.2% | +406.1% | +124.2% | +461.0% |
| All | +3,168.2% | +4,216.0% | -1,047.8% | +2,844.0% |
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