+87.9%
MDLZ vs AEM
+349.9%
-262.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | 0.0% | +3.0% | -3.1% | -0.3% |
| 30D | +1.4% | +12.5% | -11.0% | +0.3% |
| 3M | 0.0% | +26.9% | -26.9% | -2.3% |
| 6M | +9.1% | -9.4% | +18.6% | +9.8% |
| YTD | +17.9% | +20.3% | -2.3% | +15.2% |
| 1Y | +3.2% | +33.8% | -30.6% | -0.5% |
| 3Y | -2.5% | +349.8% | -352.3% | -17.9% |
| 5Y | +17.6% | +301.0% | -283.4% | -1.1% |
| 10Y | +87.9% | +376.1% | -288.1% | +52.8% |
| All | +87.9% | +349.9% | -262.0% | +52.8% |
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