+6,674.8%
AEM vs SM
+1,283.9%
+5,390.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.4% | -6.6% | -5.3% |
| 7D | +13.9% | -19.5% | +33.4% | +16.1% |
| 30D | +0.8% | -20.2% | +21.0% | +2.7% |
| 3M | +5.8% | -6.5% | +12.3% | +5.8% |
| 6M | -1.0% | +1.6% | -2.5% | -2.6% |
| YTD | +13.1% | +61.2% | -48.2% | +4.7% |
| 1Y | +14.4% | +65.4% | -50.9% | +5.5% |
| 3Y | +325.7% | -13.0% | +338.7% | +311.2% |
| 5Y | +273.7% | -4.3% | +278.0% | +246.8% |
| 10Y | +390.1% | +3.0% | +387.1% | +241.8% |
| All | +6,674.8% | +1,283.9% | +5,390.9% | +2,743.4% |
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