-6.7%
AEM vs SNDU
+244.9%
-251.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | +0.2% |
| 7D | +3.0% | +26.6% | -23.6% | +1.8% |
| 30D | +12.5% | +86.8% | -74.3% | +8.4% |
| 3M | +26.9% | -32.4% | +59.3% | +23.0% |
| All | -6.7% | +244.9% | -251.7% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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 · Available span rolling