+314.3%
AEM vs SN
+490.7%
-176.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.7% |
| 3M | +16.1% | +40.4% | -24.3% | +11.7% |
| 6M | -11.6% | +50.9% | -62.6% | -15.9% |
| YTD | +21.5% | +54.9% | -33.4% | +15.2% |
| 1Y | +39.2% | +43.0% | -3.8% | +32.3% |
| 3Y | +347.4% | +391.8% | -44.4% | +265.1% |
| All | +314.3% | +490.7% | -176.4% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling