+301.0%
AEM vs SAN
+384.1%
-83.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +3.0% | -0.5% | +3.5% | +3.2% |
| 30D | +12.5% | -0.1% | +12.6% | +12.5% |
| 3M | +26.9% | +19.6% | +7.3% | +21.1% |
| 6M | -9.4% | +32.7% | -42.1% | -15.6% |
| YTD | +20.3% | +26.7% | -6.4% | +12.7% |
| 1Y | +33.8% | +51.6% | -17.9% | +20.6% |
| 3Y | +349.8% | +348.7% | +1.1% | +220.5% |
| 5Y | +301.0% | +378.7% | -77.7% | +156.8% |
| All | +301.0% | +384.1% | -83.1% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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