+343.5%
AEM vs SBAC
-8.7%
+352.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | +12.5% | +3.9% | +8.6% | +11.6% |
| 3M | +26.9% | -8.2% | +35.1% | +29.1% |
| 6M | -9.4% | -2.8% | -6.7% | -9.2% |
| YTD | +20.3% | -1.5% | +21.8% | +19.6% |
| 1Y | +33.8% | 0.0% | +33.8% | +32.3% |
| All | +343.5% | -8.7% | +352.3% | +372.5% |
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