+133,470.8%
MSFT vs AEM
+3,538.8%
+129,932.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -2.0% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +2.7% | +24.0% | -21.3% | +2.2% |
| 3M | +17.0% | +16.1% | +0.9% | +16.5% |
| 6M | +23.8% | -11.6% | +35.4% | +23.9% |
| YTD | +4.0% | +21.5% | -17.6% | +3.4% |
| 1Y | -0.8% | +39.2% | -40.0% | -1.6% |
| 3Y | +55.6% | +347.4% | -291.8% | +51.0% |
| 5Y | +72.9% | +290.1% | -217.2% | +67.8% |
| 10Y | +875.8% | +357.8% | +518.0% | +844.0% |
| All | +133,470.8% | +3,538.8% | +129,932.0% | +163,040.4% |
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