+27.0%
MMM vs AEM
+297.7%
-270.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -1.6% | +4.3% | -5.9% | -2.1% |
| 30D | -8.0% | +13.1% | -21.1% | -9.4% |
| 3M | +9.4% | +24.8% | -15.4% | +6.2% |
| 6M | +10.2% | -8.2% | +18.5% | +10.6% |
| YTD | +6.1% | +19.8% | -13.7% | +3.1% |
| 1Y | +10.8% | +32.1% | -21.3% | +5.9% |
| 3Y | +104.8% | +348.2% | -243.4% | +61.9% |
| 5Y | +27.0% | +297.5% | -270.4% | -1.6% |
| All | +27.0% | +297.7% | -270.6% | -1.6% |
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 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