+2,812.9%
MMM vs AEM
+3,538.8%
-726.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -3.3% | -0.5% | -2.8% | -3.3% |
| 30D | -7.0% | +24.0% | -31.0% | -7.6% |
| 3M | +10.8% | +16.1% | -5.3% | +10.3% |
| 6M | +5.8% | -11.6% | +17.4% | +6.0% |
| YTD | +6.8% | +21.5% | -14.8% | +6.0% |
| 1Y | +10.4% | +39.2% | -28.8% | +9.2% |
| 3Y | +104.7% | +347.4% | -242.7% | +96.3% |
| 5Y | +23.6% | +290.1% | -266.6% | +18.5% |
| 10Y | +54.1% | +357.8% | -303.7% | +46.4% |
| All | +2,812.9% | +3,538.8% | -726.0% | +2,771.0% |
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