+301.0%
AEM vs SM
+119.2%
+181.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +12.5% | +20.3% | -7.8% | +11.4% |
| 3M | +26.9% | +22.9% | +4.0% | +25.2% |
| 6M | -9.4% | +47.8% | -57.3% | -12.6% |
| YTD | +20.3% | +107.5% | -87.2% | +12.2% |
| 1Y | +33.8% | +51.7% | -18.0% | +28.1% |
| 3Y | +349.8% | -0.9% | +350.7% | +342.6% |
| 5Y | +301.0% | +112.2% | +188.8% | +275.6% |
| All | +301.0% | +119.2% | +181.8% | +275.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling