+14,700.0%
MO vs AEM
+3,487.5%
+11,212.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | -2.0% | +4.3% | -6.3% | -2.1% |
| 30D | -0.3% | +13.1% | -13.4% | -0.5% |
| 3M | -2.9% | +24.8% | -27.7% | -3.4% |
| 6M | +5.8% | -8.2% | +14.0% | +5.8% |
| YTD | +22.0% | +19.8% | +2.2% | +21.4% |
| 1Y | +10.7% | +32.1% | -21.4% | +9.8% |
| 3Y | +94.4% | +348.2% | -253.8% | +88.0% |
| 5Y | +97.2% | +297.5% | -200.3% | +90.7% |
| 10Y | +103.0% | +343.3% | -240.3% | +95.1% |
| All | +14,700.0% | +3,487.5% | +11,212.5% | +15,273.5% |
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