+319.1%
AEM vs SFM
+23.6%
+295.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.8% | -2.6% |
| 7D | +1.4% | -7.1% | +8.4% | +1.8% |
| 30D | -1.2% | -21.4% | +20.2% | 0.0% |
| 3M | +2.5% | -40.1% | +42.6% | +5.2% |
| 6M | -5.1% | -38.0% | +32.9% | -3.1% |
| YTD | +10.4% | -36.5% | +46.9% | +12.2% |
| 1Y | +11.8% | -35.2% | +47.0% | +13.3% |
| All | +319.1% | +23.6% | +295.5% | +298.3% |
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