+710.9%
AEM vs SFM
+48.8%
+662.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -6.8% | +6.0% | -12.9% | -7.3% |
| 30D | +0.8% | -19.5% | +20.3% | +2.2% |
| 3M | -0.8% | -37.0% | +36.2% | +2.3% |
| 6M | -8.5% | -41.0% | +32.5% | -5.4% |
| YTD | +5.9% | -34.6% | +40.6% | +8.2% |
| 1Y | +6.6% | -36.3% | +42.9% | +9.1% |
| 3Y | +302.2% | +24.5% | +277.7% | +285.4% |
| 5Y | +250.8% | +115.9% | +134.9% | +219.2% |
| 10Y | +406.1% | +139.5% | +266.5% | +348.2% |
| All | +710.9% | +48.8% | +662.1% | +611.9% |
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 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