+266.3%
AEM vs SAN
+300.6%
-34.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -2.2% |
| 7D | +1.4% | +3.4% | -2.0% | +0.3% |
| 30D | -1.2% | -6.3% | +5.1% | +0.6% |
| 3M | +2.5% | -14.1% | +16.7% | +7.0% |
| 6M | -5.1% | +4.2% | -9.2% | -5.9% |
| YTD | +10.4% | +9.0% | +1.4% | +7.7% |
| 1Y | +11.8% | +18.8% | -7.0% | +6.9% |
| 3Y | +315.6% | +252.0% | +63.6% | +210.7% |
| 5Y | +266.3% | +299.5% | -33.2% | +131.6% |
| All | +266.3% | +300.6% | -34.3% | +131.6% |
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