+151.5%
AEM vs SARO
-22.5%
+173.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.5% |
| 7D | -2.1% | -3.1% | +1.0% | -1.4% |
| 30D | +8.4% | -12.2% | +20.7% | +11.7% |
| 3M | +27.3% | -7.4% | +34.6% | +29.0% |
| 6M | -9.7% | -15.3% | +5.6% | -7.1% |
| YTD | +19.0% | -16.2% | +35.1% | +22.6% |
| 1Y | +31.5% | -12.1% | +43.6% | +34.2% |
| All | +151.5% | -22.5% | +173.9% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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