+287.6%
AEM vs SN
+659.6%
-371.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.0% |
| 7D | +15.8% | +7.2% | +8.6% | +14.9% |
| 30D | +6.2% | +20.4% | -14.2% | +3.8% |
| 3M | +14.3% | +23.9% | -9.6% | +11.3% |
| 6M | +1.4% | +93.0% | -91.6% | -6.2% |
| YTD | +13.7% | +99.2% | -85.5% | +4.5% |
| 1Y | +21.3% | +142.6% | -121.3% | +9.8% |
| 3Y | +309.9% | +398.8% | -88.9% | +230.3% |
| All | +287.6% | +659.6% | -371.9% | +208.9% |
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