+302.2%
AEM vs SBAC
-6.5%
+308.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -6.8% | +0.6% | -7.5% | -7.0% |
| 30D | +0.8% | +5.5% | -4.7% | -0.5% |
| 3M | -0.8% | +3.1% | -3.9% | -1.7% |
| 6M | -8.5% | -7.0% | -1.5% | -7.5% |
| YTD | +5.9% | +0.5% | +5.4% | +4.8% |
| 1Y | +6.6% | +0.2% | +6.4% | +5.5% |
| 3Y | +302.2% | -7.4% | +309.5% | +316.4% |
| All | +302.2% | -6.5% | +308.7% | +316.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling