+199.5%
MCHP vs AEM
+378.0%
-178.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.3% |
| 7D | 0.0% | -2.1% | +2.2% | +0.4% |
| 30D | -6.0% | +8.4% | -14.5% | -7.5% |
| 3M | -19.7% | +27.3% | -47.0% | -23.1% |
| 6M | +14.0% | -9.7% | +23.7% | +14.8% |
| YTD | +18.4% | +19.0% | -0.5% | +14.2% |
| 1Y | +17.1% | +31.5% | -14.4% | +11.0% |
| 3Y | +0.7% | +338.7% | -338.0% | -20.9% |
| 5Y | +5.1% | +307.4% | -302.3% | -18.2% |
| All | +199.5% | +378.0% | -178.5% | +124.0% |
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 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