+1,319.3%
MU vs AEM
+297.7%
+1,021.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | +7.2% | +4.3% | +2.8% | +5.9% |
| 30D | +14.0% | +13.1% | +0.9% | +10.0% |
| 3M | +5.4% | +24.8% | -19.4% | -1.1% |
| 6M | +170.3% | -8.2% | +178.5% | +170.4% |
| YTD | +250.7% | +19.8% | +230.8% | +233.0% |
| 1Y | +662.1% | +32.1% | +630.0% | +613.0% |
| 3Y | +1,341.2% | +348.2% | +993.0% | +1,032.9% |
| 5Y | +1,319.3% | +297.5% | +1,021.9% | +993.6% |
| All | +1,319.3% | +297.7% | +1,021.7% | +993.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling