+7,182.4%
AEM vs SM
+1,608.3%
+5,574.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +24.0% | +26.3% | -2.3% | +20.9% |
| 3M | +16.1% | +8.7% | +7.4% | +14.4% |
| 6M | -11.6% | +51.7% | -63.3% | -16.8% |
| YTD | +21.5% | +99.0% | -77.5% | +10.8% |
| 1Y | +39.2% | +34.6% | +4.6% | +32.0% |
| 3Y | +347.4% | -7.8% | +355.2% | +332.3% |
| 5Y | +290.1% | +104.8% | +185.4% | +232.9% |
| 10Y | +357.8% | +7.2% | +350.5% | +223.4% |
| All | +7,182.4% | +1,608.3% | +5,574.1% | +2,908.5% |
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