+110.9%
MO vs AEM
+378.0%
-267.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +0.1% | -2.1% | +2.3% | +0.2% |
| 30D | +7.1% | +8.4% | -1.3% | +6.7% |
| 3M | -2.0% | +27.3% | -29.2% | -3.2% |
| 6M | +7.3% | -9.7% | +17.0% | +7.9% |
| YTD | +23.5% | +19.0% | +4.5% | +21.7% |
| 1Y | +11.0% | +31.5% | -20.5% | +8.4% |
| 3Y | +95.0% | +338.7% | -243.7% | +73.7% |
| 5Y | +100.6% | +307.4% | -206.8% | +78.0% |
| All | +110.9% | +378.0% | -267.1% | +85.0% |
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 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