+834.9%
MU vs AEM
+299.8%
+535.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.8% |
| 7D | -22.0% | +15.8% | -37.8% | -25.4% |
| 30D | -36.6% | +6.2% | -42.8% | -37.8% |
| 3M | -21.7% | +14.3% | -36.0% | -25.1% |
| 6M | +3.5% | +1.4% | +2.1% | +1.7% |
| YTD | +141.9% | +13.7% | +128.2% | +131.8% |
| 1Y | +189.8% | +21.3% | +168.5% | +174.4% |
| 3Y | +855.4% | +309.9% | +545.5% | +653.6% |
| All | +834.9% | +299.8% | +535.1% | +601.6% |
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