-0.9%
MSFT vs AEM
+32.7%
-33.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -1.0% | +3.0% | -4.0% | -1.3% |
| 30D | -2.7% | +12.5% | -15.2% | -3.8% |
| 3M | +22.1% | +26.9% | -4.8% | +19.0% |
| 6M | +20.6% | -9.4% | +30.0% | +20.2% |
| YTD | +2.3% | +20.3% | -18.0% | -0.8% |
| All | -0.9% | +32.7% | -33.6% | -7.1% |
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 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