+338.7%
AEM vs SNY
-9.6%
+348.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -2.1% | -3.3% | +1.2% | -1.8% |
| 30D | +8.4% | -2.2% | +10.6% | +8.8% |
| 3M | +27.3% | -3.0% | +30.3% | +27.6% |
| 6M | -9.7% | +2.7% | -12.4% | -9.8% |
| YTD | +19.0% | -6.8% | +25.8% | +19.7% |
| 1Y | +31.5% | -5.3% | +36.7% | +32.2% |
| 3Y | +338.7% | -9.8% | +348.5% | +343.3% |
| All | +338.7% | -9.6% | +348.3% | +343.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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