+3,541.8%
AEM vs SONY
+516.6%
+3,025.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.8% |
| 7D | +4.3% | -5.2% | +9.5% | +5.2% |
| 30D | +13.1% | +0.3% | +12.8% | +13.0% |
| 3M | +24.8% | +6.2% | +18.6% | +23.3% |
| 6M | -8.2% | +9.5% | -17.8% | -9.7% |
| YTD | +19.8% | -8.1% | +27.9% | +21.0% |
| 1Y | +32.1% | -17.9% | +50.0% | +35.4% |
| 3Y | +348.2% | +41.5% | +306.7% | +320.3% |
| 5Y | +297.5% | +11.8% | +285.6% | +281.8% |
| 10Y | +343.3% | +275.4% | +67.9% | +251.8% |
| All | +3,541.8% | +516.6% | +3,025.3% | +2,784.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling