+355.1%
AEM vs SBAC
+87.1%
+267.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.4% | +1.3% |
| 7D | -2.1% | -2.1% | 0.0% | -1.6% |
| 30D | +8.4% | +2.0% | +6.4% | +7.9% |
| 3M | +27.3% | -8.3% | +35.6% | +29.7% |
| 6M | -9.7% | +0.3% | -10.0% | -10.9% |
| YTD | +19.0% | -2.2% | +21.2% | +17.8% |
| 1Y | +31.5% | -4.6% | +36.1% | +31.2% |
| 3Y | +338.7% | -8.3% | +347.0% | +338.1% |
| 5Y | +307.4% | -42.8% | +350.3% | +357.6% |
| All | +355.1% | +87.1% | +267.9% | +272.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling