+325.7%
AEM vs SM
-12.9%
+338.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.4% | -6.6% | -5.1% |
| 7D | +13.9% | -19.5% | +33.4% | +12.7% |
| 30D | +0.8% | -20.2% | +21.0% | -0.3% |
| 3M | +5.8% | -6.5% | +12.3% | +5.2% |
| 6M | -1.0% | +1.6% | -2.5% | -1.2% |
| YTD | +13.1% | +61.2% | -48.2% | +10.1% |
| 1Y | +14.4% | +65.4% | -50.9% | +11.2% |
| 3Y | +325.7% | -13.0% | +338.7% | +306.8% |
| All | +325.7% | -12.9% | +338.6% | +306.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling