+174.7%
MS vs AEM
+301.0%
-126.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.1% |
| 7D | +3.7% | -5.6% | +9.3% | +4.6% |
| 30D | +2.0% | -3.9% | +5.9% | +2.4% |
| 3M | -12.6% | -3.4% | -9.1% | -12.5% |
| 6M | -0.3% | -9.0% | +8.8% | -0.1% |
| YTD | +9.0% | +5.9% | +3.1% | +6.2% |
| 1Y | +13.9% | +4.0% | +9.9% | +11.1% |
| All | +174.7% | +301.0% | -126.3% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling