+304.9%
AEM vs SNY
+9.4%
+295.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -2.1% | -3.3% | +1.2% | -1.5% |
| 30D | +8.4% | -2.2% | +10.6% | +8.9% |
| 3M | +27.3% | -3.0% | +30.3% | +27.8% |
| 6M | -9.7% | +2.7% | -12.4% | -10.1% |
| YTD | +19.0% | -6.8% | +25.8% | +20.2% |
| 1Y | +31.5% | -5.3% | +36.7% | +32.4% |
| 3Y | +338.7% | -9.8% | +348.5% | +340.3% |
| All | +304.9% | +9.4% | +295.4% | +275.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling