+301.0%
AEM vs SFM
+217.9%
+83.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.7% |
| 7D | +3.0% | -7.2% | +10.2% | +3.7% |
| 30D | +12.5% | -14.3% | +26.8% | +13.9% |
| 3M | +26.9% | -13.7% | +40.7% | +28.2% |
| 6M | -9.4% | -6.0% | -3.4% | -9.7% |
| YTD | +20.3% | -8.2% | +28.5% | +20.0% |
| 1Y | +33.8% | -46.2% | +80.0% | +42.5% |
| 3Y | +349.8% | +83.6% | +266.3% | +297.8% |
| 5Y | +301.0% | +212.7% | +88.3% | +227.3% |
| All | +301.0% | +217.9% | +83.1% | +227.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling