-8.5%
AEM vs SAN
+4.9%
-13.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.5% |
| 7D | -6.8% | +4.0% | -10.9% | -9.5% |
| 30D | +0.8% | -7.8% | +8.6% | +6.1% |
| 3M | -0.8% | -16.4% | +15.5% | +12.4% |
| 6M | -8.5% | +3.5% | -12.0% | -16.5% |
| All | -8.5% | +4.9% | -13.4% | -16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling