+356.7%
AEM vs SN
+419.0%
-62.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.0% |
| 7D | -0.5% | -9.3% | +8.8% | +0.7% |
| 30D | +24.0% | -4.8% | +28.8% | +24.8% |
| 3M | +16.1% | +40.4% | -24.3% | +11.5% |
| 6M | -11.6% | +50.9% | -62.6% | -16.2% |
| YTD | +21.5% | +54.9% | -33.4% | +14.8% |
| 1Y | +39.2% | +43.0% | -3.8% | +31.8% |
| All | +356.7% | +419.0% | -62.3% | +256.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling