+710.7%
AEM vs SFM
+46.8%
+663.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.2% |
| 7D | -5.6% | -0.4% | -5.2% | -5.6% |
| 30D | -3.9% | -19.2% | +15.3% | -2.6% |
| 3M | -3.4% | -40.3% | +36.9% | 0.0% |
| 6M | -9.0% | -40.9% | +31.8% | -6.0% |
| YTD | +5.9% | -35.5% | +41.4% | +8.3% |
| 1Y | +4.0% | -37.4% | +41.4% | +6.6% |
| 3Y | +298.8% | +25.5% | +273.3% | +281.8% |
| 5Y | +250.7% | +113.0% | +137.7% | +219.4% |
| 10Y | +405.9% | +136.3% | +269.6% | +348.6% |
| All | +710.7% | +46.8% | +663.9% | +612.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling