+29.8%
AEM vs SM
+51.5%
-21.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.8% |
| 7D | -5.0% | +2.1% | -7.2% | -4.7% |
| 30D | +8.5% | +18.1% | -9.7% | +11.4% |
| 3M | +29.3% | +17.0% | +12.3% | +33.6% |
| 6M | -12.9% | +55.4% | -68.3% | -7.9% |
| YTD | +16.8% | +108.6% | -91.8% | +22.3% |
| 1Y | +29.8% | +45.7% | -15.8% | +30.2% |
| All | +29.8% | +51.5% | -21.7% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling