+2,439.3%
MAR vs AEM
+4,781.7%
-2,342.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.2% |
| 7D | -1.7% | +4.3% | -6.1% | -1.9% |
| 30D | -6.9% | +13.1% | -20.0% | -7.5% |
| 3M | -15.8% | +24.8% | -40.6% | -16.9% |
| 6M | +1.9% | -8.2% | +10.2% | +2.1% |
| YTD | +6.6% | +19.8% | -13.2% | +5.2% |
| 1Y | +23.7% | +32.1% | -8.4% | +21.3% |
| 3Y | +64.6% | +348.2% | -283.6% | +51.1% |
| 5Y | +156.4% | +297.5% | -141.1% | +135.4% |
| 10Y | +415.4% | +343.3% | +72.1% | +362.2% |
| All | +2,439.3% | +4,781.7% | -2,342.4% | +2,175.7% |
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