+9.0%
MSFT vs AEM
+17.3%
-8.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +9.7% | -3.0% | +5.4% |
| 7D | +4.7% | +0.2% | +4.5% | +4.5% |
| 30D | +5.8% | +0.1% | +5.8% | +5.6% |
| 3M | +13.0% | +22.1% | -9.1% | +9.9% |
| 6M | +34.9% | +2.4% | +32.5% | +32.9% |
| YTD | +15.7% | +8.9% | +6.7% | +10.0% |
| 1Y | +9.0% | +18.7% | -9.7% | +0.6% |
| All | +9.0% | +17.3% | -8.3% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling