+6,288.2%
MS vs AEM
+6,373.2%
-85.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.3% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | -0.3% | +24.0% | -24.3% | -1.2% |
| 3M | +0.3% | +16.1% | -15.8% | -0.4% |
| 6M | +31.3% | -11.6% | +43.0% | +31.7% |
| YTD | +24.7% | +21.5% | +3.1% | +23.3% |
| 1Y | +47.9% | +39.2% | +8.7% | +45.5% |
| 3Y | +178.3% | +347.4% | -169.1% | +161.4% |
| 5Y | +144.9% | +290.1% | -145.3% | +130.0% |
| 10Y | +804.5% | +357.8% | +446.7% | +734.2% |
| All | +6,288.2% | +6,373.2% | -85.0% | +7,260.0% |
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 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