+299.9%
AEM vs SBAC
-45.4%
+345.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.2% |
| 7D | -5.0% | -5.3% | +0.2% | -3.7% |
| 30D | +8.5% | +0.4% | +8.1% | +8.4% |
| 3M | +29.3% | -11.9% | +41.2% | +33.2% |
| 6M | -12.9% | -4.5% | -8.5% | -12.8% |
| YTD | +16.8% | -4.3% | +21.1% | +16.4% |
| 1Y | +29.8% | -3.9% | +33.7% | +29.2% |
| 3Y | +336.7% | -11.0% | +347.7% | +341.5% |
| 5Y | +299.9% | -44.1% | +344.0% | +373.7% |
| All | +299.9% | -45.4% | +345.3% | +373.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling