+355.1%
AEM vs SONY
+293.1%
+62.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | -2.1% | -2.7% | +0.6% | -1.6% |
| 30D | +8.4% | +1.5% | +6.9% | +8.1% |
| 3M | +27.3% | +13.0% | +14.3% | +23.8% |
| 6M | -9.7% | +11.2% | -20.9% | -11.9% |
| YTD | +19.0% | -6.6% | +25.6% | +19.9% |
| 1Y | +31.5% | -18.1% | +49.6% | +35.6% |
| 3Y | +338.7% | +42.1% | +296.6% | +303.0% |
| 5Y | +307.4% | +11.0% | +296.4% | +280.7% |
| All | +355.1% | +293.1% | +62.0% | +232.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling