+54.7%
MMM vs AEM
+349.9%
-295.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -1.9% |
| 7D | -2.6% | +3.0% | -5.6% | -2.8% |
| 30D | -9.3% | +12.5% | -21.8% | -10.1% |
| 3M | +5.6% | +26.9% | -21.4% | +3.6% |
| 6M | +9.5% | -9.4% | +18.9% | +9.7% |
| YTD | +4.1% | +20.3% | -16.1% | +2.4% |
| 1Y | +9.4% | +33.8% | -24.4% | +6.5% |
| 3Y | +101.0% | +349.8% | -248.8% | +79.1% |
| 5Y | +26.1% | +301.0% | -274.9% | +11.9% |
| 10Y | +54.7% | +376.1% | -321.3% | +35.6% |
| All | +54.7% | +349.9% | -295.2% | +35.6% |
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