-0.6%
MCHP vs AEM
+298.9%
-299.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.3% |
| 7D | -2.1% | -5.0% | +3.0% | -1.0% |
| 30D | -11.1% | +8.5% | -19.6% | -13.0% |
| 3M | -18.1% | +29.3% | -47.4% | -22.9% |
| 6M | +10.8% | -12.9% | +23.7% | +12.3% |
| YTD | +14.2% | +16.8% | -2.5% | +9.3% |
| 1Y | +13.5% | +29.8% | -16.4% | +6.0% |
| 3Y | -2.0% | +336.7% | -338.7% | -29.1% |
| All | -0.6% | +298.9% | -299.5% | -29.9% |
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 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