+309.9%
AEM vs SN
+476.8%
-166.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.8% |
| 7D | +3.0% | -3.4% | +6.4% | +3.4% |
| 30D | +12.5% | -9.1% | +21.6% | +13.7% |
| 3M | +26.9% | +31.8% | -4.8% | +23.0% |
| 6M | -9.4% | +52.0% | -61.5% | -13.8% |
| YTD | +20.3% | +51.3% | -31.0% | +14.3% |
| 1Y | +33.8% | +46.9% | -13.1% | +27.0% |
| 3Y | +349.8% | +394.9% | -45.1% | +267.4% |
| All | +309.9% | +476.8% | -166.9% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling