+346.7%
AEM vs SPG
+64.3%
+282.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -5.0% | -2.2% | -2.8% | -4.9% |
| 30D | +8.5% | -5.8% | +14.2% | +8.9% |
| 3M | +29.3% | -2.8% | +32.1% | +29.4% |
| 6M | -12.9% | +8.9% | -21.8% | -13.5% |
| YTD | +16.8% | +14.3% | +2.5% | +15.6% |
| 1Y | +29.8% | +19.5% | +10.3% | +28.0% |
| 3Y | +336.7% | +106.9% | +229.9% | +315.1% |
| 5Y | +299.9% | +108.7% | +191.2% | +277.5% |
| All | +346.7% | +64.3% | +282.4% | +400.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling