+5,186.9%
AEM vs SBAC
+2,208.1%
+2,978.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +24.0% | +6.9% | +17.1% | +23.5% |
| 3M | +16.1% | -8.2% | +24.3% | +16.6% |
| 6M | -11.6% | -1.6% | -10.0% | -11.8% |
| YTD | +21.5% | -0.1% | +21.7% | +21.2% |
| 1Y | +39.2% | -0.5% | +39.6% | +38.8% |
| 3Y | +347.4% | -9.1% | +356.5% | +348.0% |
| 5Y | +290.1% | -43.8% | +333.9% | +300.2% |
| 10Y | +357.8% | +80.5% | +277.3% | +343.8% |
| All | +5,186.9% | +2,208.1% | +2,978.7% | +5,100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling