+346.7%
AEM vs SGI
+266.5%
+80.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -2.6% |
| 7D | -5.0% | -4.9% | -0.1% | -4.5% |
| 30D | +8.5% | +1.6% | +6.9% | +8.3% |
| 3M | +29.3% | -3.2% | +32.4% | +29.6% |
| 6M | -12.9% | -16.0% | +3.1% | -11.5% |
| YTD | +16.8% | -25.4% | +42.2% | +19.9% |
| 1Y | +29.8% | -21.6% | +51.4% | +32.7% |
| 3Y | +336.7% | +52.9% | +283.9% | +317.7% |
| 5Y | +299.9% | +47.5% | +252.4% | +276.7% |
| All | +346.7% | +266.5% | +80.2% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling