+6.6%
AEM vs SN
+141.7%
-135.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.8% |
| 7D | -6.8% | +1.5% | -8.4% | -7.2% |
| 30D | +0.8% | +21.5% | -20.7% | -4.6% |
| 3M | -0.8% | +20.0% | -20.9% | -5.8% |
| 6M | -8.5% | +119.9% | -128.4% | -27.9% |
| YTD | +5.9% | +102.3% | -96.4% | -17.9% |
| 1Y | +6.6% | +148.0% | -141.4% | -21.1% |
| All | +6.6% | +141.7% | -135.1% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling