+31.5%
AEM vs SBAC
-2.5%
+33.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.4% | +1.7% |
| 7D | -2.1% | -2.1% | 0.0% | -2.0% |
| 30D | +8.4% | +2.0% | +6.4% | +8.4% |
| 3M | +27.3% | -8.3% | +35.6% | +28.1% |
| 6M | -9.7% | +0.3% | -10.0% | -8.3% |
| YTD | +19.0% | -2.2% | +21.2% | +20.4% |
| 1Y | +31.5% | -4.6% | +36.1% | +34.3% |
| All | +31.5% | -2.5% | +33.9% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling