+346.7%
AEM vs SM
+23.2%
+323.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.9% |
| 7D | -5.0% | +2.1% | -7.2% | -5.1% |
| 30D | +8.5% | +18.1% | -9.7% | +8.0% |
| 3M | +29.3% | +17.0% | +12.3% | +28.7% |
| 6M | -12.9% | +55.4% | -68.3% | -14.2% |
| YTD | +16.8% | +108.6% | -91.8% | +14.0% |
| 1Y | +29.8% | +45.7% | -15.8% | +28.0% |
| 3Y | +336.7% | -0.3% | +337.1% | +333.0% |
| 5Y | +299.9% | +113.0% | +186.9% | +290.3% |
| All | +346.7% | +23.2% | +323.5% | +339.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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