+6,247.6%
AEM vs SM
+1,434.4%
+4,813.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -6.8% | +9.4% | -16.2% | -7.8% |
| 30D | +0.8% | -14.4% | +15.2% | +1.9% |
| 3M | -0.8% | +1.6% | -2.4% | -1.7% |
| 6M | -8.5% | +6.3% | -14.9% | -10.4% |
| YTD | +5.9% | +78.8% | -72.8% | -3.0% |
| 1Y | +6.6% | +83.1% | -76.5% | -2.8% |
| 3Y | +302.2% | -5.9% | +308.1% | +285.1% |
| 5Y | +250.8% | +4.8% | +246.0% | +222.3% |
| 10Y | +406.1% | +17.5% | +388.5% | +246.8% |
| All | +6,247.6% | +1,434.4% | +4,813.2% | +2,533.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling