+3,172.5%
MMM vs AEM
+3,285.2%
-112.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.1% | +5.5% | +0.5% |
| 7D | +7.0% | +13.9% | -6.9% | +6.6% |
| 30D | +18.4% | +0.8% | +17.6% | +18.3% |
| 3M | +4.5% | +5.8% | -1.3% | +4.2% |
| 6M | +33.4% | -1.0% | +34.4% | +33.2% |
| YTD | +20.0% | +13.1% | +6.9% | +19.3% |
| 1Y | +15.0% | +14.4% | +0.6% | +14.4% |
| 3Y | +165.0% | +325.7% | -160.7% | +154.4% |
| 5Y | +47.9% | +273.7% | -225.8% | +42.0% |
| 10Y | +79.6% | +390.1% | -310.5% | +70.5% |
| All | +3,172.5% | +3,285.2% | -112.7% | +3,130.2% |
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