+348.2%
AEM vs SM
-2.8%
+350.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -1.3% |
| 7D | +4.3% | -0.2% | +4.5% | +4.3% |
| 30D | +13.1% | +31.5% | -18.4% | +13.8% |
| 3M | +24.8% | +17.3% | +7.4% | +25.5% |
| 6M | -8.2% | +48.5% | -56.8% | -8.5% |
| YTD | +19.8% | +106.3% | -86.4% | +17.1% |
| 1Y | +32.1% | +47.3% | -15.2% | +31.1% |
| 3Y | +348.2% | -1.4% | +349.6% | +343.6% |
| All | +348.2% | -2.8% | +350.9% | +343.6% |
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