+553.7%
MS vs AEM
+356.4%
+197.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.4% | +0.6% |
| 7D | +0.8% | +13.9% | -13.1% | -0.1% |
| 30D | -0.7% | +0.8% | -1.5% | -0.8% |
| 3M | -12.4% | +5.8% | -18.1% | -12.8% |
| 6M | -1.7% | -1.0% | -0.8% | -2.1% |
| YTD | +8.0% | +13.1% | -5.0% | +6.8% |
| 1Y | +16.2% | +14.4% | +1.8% | +14.8% |
| 3Y | +171.3% | +325.7% | -154.4% | +155.7% |
| 5Y | +124.8% | +273.7% | -149.0% | +110.7% |
| 10Y | +553.7% | +390.1% | +163.6% | +524.8% |
| All | +553.7% | +356.4% | +197.3% | +524.8% |
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