+830.3%
AEM vs SFM
+132.6%
+697.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.0% | -1.4% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +24.0% | -4.4% | +28.4% | +24.4% |
| 3M | +16.1% | +1.5% | +14.6% | +15.7% |
| 6M | -11.6% | +6.5% | -18.1% | -12.6% |
| YTD | +21.5% | +2.2% | +19.4% | +20.5% |
| 1Y | +39.2% | -41.9% | +81.1% | +44.4% |
| 3Y | +347.4% | +106.8% | +240.7% | +313.8% |
| 5Y | +290.1% | +231.6% | +58.6% | +244.7% |
| 10Y | +357.8% | +258.4% | +99.4% | +294.1% |
| All | +830.3% | +132.6% | +697.8% | +692.5% |
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