+301.0%
AEM vs SGI
+56.1%
+244.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.7% |
| 7D | +3.0% | +0.6% | +2.4% | +2.9% |
| 30D | +12.5% | +5.5% | +7.0% | +11.4% |
| 3M | +26.9% | -3.6% | +30.5% | +27.4% |
| 6M | -9.4% | -15.0% | +5.6% | -7.6% |
| YTD | +20.3% | -23.0% | +43.3% | +24.4% |
| 1Y | +33.8% | -18.4% | +52.2% | +37.3% |
| 3Y | +349.8% | +57.8% | +292.1% | +321.6% |
| 5Y | +301.0% | +51.5% | +249.6% | +252.8% |
| All | +301.0% | +56.1% | +244.9% | +252.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling