+346.7%
AEM vs SFM
+268.6%
+78.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.8% |
| 7D | -5.0% | -8.8% | +3.7% | -4.4% |
| 30D | +8.5% | -14.5% | +22.9% | +9.7% |
| 3M | +29.3% | -16.8% | +46.1% | +30.9% |
| 6M | -12.9% | -5.3% | -7.6% | -13.1% |
| YTD | +16.8% | -9.4% | +26.1% | +16.7% |
| 1Y | +29.8% | -46.2% | +76.0% | +36.1% |
| 3Y | +336.7% | +81.3% | +255.5% | +303.6% |
| 5Y | +299.9% | +211.9% | +88.1% | +249.1% |
| All | +346.7% | +268.6% | +78.2% | +271.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling