+41,709.6%
MCHP vs AEM
+5,967.8%
+35,741.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +0.3% | +3.0% | -2.7% | +0.2% |
| 30D | -9.8% | +12.5% | -22.2% | -10.4% |
| 3M | -19.7% | +26.9% | -46.6% | -20.8% |
| 6M | +13.6% | -9.4% | +23.0% | +13.9% |
| YTD | +16.5% | +20.3% | -3.7% | +15.2% |
| 1Y | +15.7% | +33.8% | -18.1% | +13.7% |
| 3Y | 0.0% | +349.8% | -349.9% | -7.2% |
| 5Y | +4.4% | +301.0% | -296.6% | -3.1% |
| 10Y | +201.4% | +376.1% | -174.7% | +175.7% |
| All | +41,709.6% | +5,967.8% | +35,741.7% | +35,383.9% |
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 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