+285.4%
AEM vs SN
+671.7%
-386.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.3% | -3.8% | -5.0% |
| 7D | +13.9% | +7.6% | +6.3% | +12.9% |
| 30D | +0.8% | +22.4% | -21.7% | -1.7% |
| 3M | +5.8% | +21.7% | -15.9% | +3.2% |
| 6M | -1.0% | +102.8% | -103.8% | -8.8% |
| YTD | +13.1% | +102.4% | -89.3% | +3.7% |
| 1Y | +14.4% | +139.0% | -124.6% | +3.6% |
| 3Y | +325.7% | +440.4% | -114.7% | +241.0% |
| All | +285.4% | +671.7% | -386.3% | +206.5% |
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