+265.1%
MU vs AEM
+17.3%
+247.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +9.7% | -16.7% | -11.5% |
| 7D | -19.1% | +0.2% | -19.3% | -19.4% |
| 30D | -25.2% | +0.1% | -25.3% | -25.6% |
| 3M | -10.9% | +22.1% | -33.0% | -22.4% |
| 6M | +38.0% | +2.4% | +35.6% | +32.1% |
| YTD | +178.8% | +8.9% | +169.9% | +143.6% |
| 1Y | +265.1% | +18.7% | +246.4% | +174.7% |
| All | +265.1% | +17.3% | +247.9% | +174.7% |
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