+2,036.0%
AEM vs SIRI
-18.6%
+2,054.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | +3.0% | -3.9% | +6.9% | +3.1% |
| 30D | +12.5% | -0.8% | +13.3% | +12.5% |
| 3M | +26.9% | +4.3% | +22.6% | +26.8% |
| 6M | -9.4% | +34.1% | -43.5% | -10.0% |
| YTD | +20.3% | +47.3% | -27.0% | +19.2% |
| 1Y | +33.8% | +22.9% | +10.9% | +33.1% |
| 3Y | +349.8% | -24.6% | +374.4% | +350.0% |
| 5Y | +301.0% | -43.2% | +344.2% | +302.1% |
| 10Y | +376.1% | -12.3% | +388.4% | +372.7% |
| All | +2,036.0% | -18.6% | +2,054.6% | +2,121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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