+1,641.5%
AEM vs SNY
+241.9%
+1,399.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -2.1% | -3.3% | +1.2% | -1.2% |
| 30D | +8.4% | -2.2% | +10.6% | +9.2% |
| 3M | +27.3% | -3.0% | +30.3% | +28.2% |
| 6M | -9.7% | +2.7% | -12.4% | -10.6% |
| YTD | +19.0% | -6.8% | +25.8% | +20.9% |
| 1Y | +31.5% | -5.3% | +36.7% | +32.7% |
| 3Y | +338.7% | -9.8% | +348.5% | +337.6% |
| 5Y | +307.4% | +9.7% | +297.7% | +278.1% |
| 10Y | +370.9% | +64.5% | +306.4% | +274.9% |
| All | +1,641.5% | +241.9% | +1,399.5% | +921.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling