+348.2%
AEM vs SFM
+96.9%
+251.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.1% |
| 7D | +4.3% | -5.8% | +10.1% | +4.7% |
| 30D | +13.1% | -11.4% | +24.5% | +13.8% |
| 3M | +24.8% | -12.2% | +37.0% | +25.4% |
| 6M | -8.2% | -5.2% | -3.1% | -8.5% |
| YTD | +19.8% | -4.5% | +24.3% | +19.2% |
| 1Y | +32.1% | -45.4% | +77.5% | +41.2% |
| 3Y | +348.2% | +91.1% | +257.1% | +293.3% |
| All | +348.2% | +96.9% | +251.3% | +293.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling