+1,930.6%
AEM vs SGI
+1,798.9%
+131.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -6.8% | -5.3% | -1.5% | -6.3% |
| 30D | +0.8% | -2.1% | +2.9% | +1.0% |
| 3M | -0.8% | -8.2% | +7.3% | 0.0% |
| 6M | -8.5% | -4.6% | -4.0% | -8.2% |
| YTD | +5.9% | -31.5% | +37.4% | +9.6% |
| 1Y | +6.6% | -30.8% | +37.4% | +10.2% |
| 3Y | +302.2% | +67.2% | +235.0% | +281.2% |
| 5Y | +250.8% | +42.5% | +208.3% | +231.6% |
| 10Y | +406.1% | +321.9% | +84.2% | +312.6% |
| All | +1,930.6% | +1,798.9% | +131.8% | +1,219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling