+5,731.6%
MU vs AEM
+378.0%
+5,353.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | -4.1% | -2.1% | -1.9% | -3.7% |
| 30D | +7.0% | +8.4% | -1.4% | +5.2% |
| 3M | -2.1% | +27.3% | -29.3% | -6.5% |
| 6M | +133.1% | -9.7% | +142.7% | +134.6% |
| YTD | +241.9% | +19.0% | +222.9% | +230.8% |
| 1Y | +548.8% | +31.5% | +517.3% | +520.1% |
| 3Y | +1,308.2% | +338.7% | +969.5% | +1,066.2% |
| 5Y | +1,260.7% | +307.4% | +953.3% | +1,019.5% |
| All | +5,731.6% | +378.0% | +5,353.6% | +4,504.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling